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