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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €67.5M | €93.8M |
|---|---|---|
| Price Improvement | 6.24 bps | 7.58 bps |
| Total Euro-hours | €-hr 7.8M | €-hr 15.4M |
| Number of stocks | 328 | 359 |
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 |
| EURO STOXX 50 | 1.64 | €22.2M | 399.6k | 23 |
| STOXX Europe 50 | 1.44 | €18.2M | 406.8k | 29 |
| OMXC20 | 3.14 | €15.8M | 1.1M | 7 |
| CAC 40 | 1.57 | €11.7M | 193.6k | 9 |
| DAX | 1.93 | €11.3M | 231.6k | 12 |
| FTSERIOB | 2.49 | €6.9M | 73.4k | 1 |
| AEX | 1.92 | €3.0M | 100.6k | 8 |
| FTSE 100 | 2.17 | €1.4M | 545.7k | 88 |
| BEL20 | 2.29 | €1.4M | 72.0k | 5 |
| FTSE 250 | 10.47 | €926.6k | 4.4M | 14 |
| IBEX 35 | 2.82 | €653.6k | 27.1k | 6 |
| OMXS30 | 2.61 | €548.9k | 25.9k | 7 |
| ISEQ 20 | 7.31 | €259.1k | 41.4k | 8 |
| PSI20 | 39.78 | €223.1k | 15.7k | 7 |
| FTSE MIB | 2.07 | €145.4k | 6.3k | 5 |
| OBX | 3.98 | €116.2k | 23.7k | 16 |
| CAC Next20 | 3.52 | €69.6k | 14.1k | 1 |
| ATX | 5.66 | €61.0k | 19.1k | 3 |
| OMXH25 | 7.82 | €21.8k | 25.4k | 6 |
| MDAX | 0 | €0 | 221.1k | 5 |