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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €15.6M | €45.7M |
|---|---|---|
| Price Improvement | 10.41 bps | 10.16 bps |
| Total Euro-hours | €-hr 28.6M | €-hr 27.1M |
| Number of stocks | 177 | 355 |
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 |
| FTSERIOB | 6.35 | €5.3M | 54.0k | 2 |
| EURO STOXX 50 | 4.07 | €3.0M | 27.3M | 27 |
| DAX | 4.46 | €2.5M | 216.3k | 12 |
| STOXX Europe 50 | 4.80 | €2.3M | 27.3M | 31 |
| AEX | 4.62 | €1.7M | 226.1k | 10 |
| FTSE 100 | 6.98 | €926.5k | 118.7k | 27 |
| BEL20 | 13.17 | €922.1k | 62.4k | 11 |
| OMXS30 | 5.52 | €736.4k | 49.6k | 10 |
| OMXC20 | 4.30 | €685.4k | 39.1k | 5 |
| CAC 40 | 6.63 | €462.6k | 27.0M | 18 |
| ISEQ 20 | 9.96 | €349.8k | 86.1k | 7 |
| IBEX 35 | 7.02 | €129.0k | 45.8k | 7 |
| FTSE MIB | 4.13 | €87.0k | 97.4k | 4 |
| OMXH25 | 5.65 | €77.4k | 3.2k | 7 |
| ATX | 22.68 | €71.6k | 151.5k | 5 |
| PSI20 | 54.12 | €69.2k | 30.9k | 7 |
| CAC Next20 | 13.98 | €64.5k | 12.1k | 3 |
| OBX | 5.02 | €41.1k | 225.5k | 6 |
| FTSE 250 | 0 | €0 | 4.7k | 4 |
| AMX | 0 | €0 | 0 | 1 |