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