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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €32.6M | €33.9M |
|---|---|---|
| Price Improvement | 7.71 bps | 7.26 bps |
| Total Euro-hours | €-hr 30.5M | €-hr 11.3M |
| Number of stocks | 330 | 321 |
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 | 2.46 | €8.3M | 85.8k | 2 |
| EURO STOXX 50 | 1.42 | €5.5M | 1.3M | 29 |
| STOXX Europe 50 | 1.38 | €4.1M | 1.8M | 33 |
| DAX | 1.62 | €3.9M | 846.3k | 15 |
| OMXC20 | 1.40 | €3.1M | 5.2M | 11 |
| CAC 40 | 1.43 | €2.0M | 268.6k | 18 |
| BEL20 | 2.76 | €1.6M | 543.1k | 9 |
| FTSE 100 | 2.27 | €1.5M | 663.0k | 41 |
| AEX | 2.04 | €1.4M | 64.6k | 11 |
| FTSE 250 | 14.41 | €969.6k | 56.1k | 30 |
| OMXS30 | 2.05 | €546.4k | 467.8k | 19 |
| ISEQ 20 | 4.89 | €440.9k | 74.4k | 7 |
| PSI20 | 26.82 | €245.9k | 33.6k | 9 |
| IBEX 35 | 2.13 | €175.3k | 49.0k | 6 |
| FTSE MIB | 1.42 | €164.2k | 36.6k | 14 |
| ATX | 7.51 | €135.1k | 423.8k | 8 |
| OMXH25 | 3.91 | €75.7k | 43.0k | 13 |
| OBX | 3.70 | €59.7k | 7.6k | 15 |
| CAC Next20 | 3.67 | €32.7k | 5.4k | 5 |
| AMX | 0 | €0 | 0 | 2 |
| SMIM | 0 | €0 | 13.1 | 1 |
| MDAX | 0 | €0 | 891.8 | 13 |