Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €1.9B €466.1M
Price Improvement 1.40 bps 1.92 bps
Total Euro-hours €-hr 538.8M €-hr 144.0M
Number of stocks 357 368

Dark Order Book Historical Notional Value & Volume

Market Distribution in Euro-hours (T+1)

Dark Order Book Index Summary (T+1)

Index bps Notional €-Hrs Symbols
STOXX Europe 50 1.12 €1.1B 194.6M 48
EURO STOXX 50 1.12 €1.1B 185.0M 41
CAC 40 1.13 €1.1B 183.5M 25
AEX 1.34 €721.9M 121.2M 11
DAX 1.52 €40.2M 898.3k 28
BEL20 1.55 €20.1M 204.7M 6
FTSE 100 3.20 €17.5M 17.1M 84
SMI 1.40 €16.6M 343.7k 18
FTSERIOB 2.65 €6.8M 73.0k 1
FTSE 250 8.71 €1.0M 14.3k 10
OMXC20 1.99 €806.8k 60.1k 7
OMXS30 2.06 €525.1k 30.4k 12
IBEX 35 2.63 €522.1k 59.3k 9
PSI20 15.52 €448.4k 1.4M 8
ISEQ 20 6.50 €225.4k 64.1k 8
CAC Next20 2.30 €157.1k 41.4k 12
FTSE MIB 1.64 €130.4k 9.5k 28
OBX 3.96 €118.0k 56.1k 10
OMXH25 4.57 €78.3k 10.2k 6
ATX 5.63 €65.1k 575.8k 6
MDAX 0 €0 0 1
AMX 0 €0 17.2k 4
SMIM 0 €0 0 1