Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €49.0M €41.4M
Price Improvement 5.94 bps 7.04 bps
Total Euro-hours €-hr 30.3M €-hr 39.0M
Number of stocks 270 388

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 1.17 €24.2M 20.1M 38
STOXX Europe 50 1.04 €19.4M 16.7M 36
CAC 40 0.96 €16.3M 6.5M 25
DAX 1.75 €8.5M 13.3M 20
FTSERIOB 2.45 €7.5M 85.3k 1
FTSE 100 2.53 €2.9M 3.8M 35
AEX 1.88 €2.2M 426.2k 13
BEL20 2.88 €2.0M 667.5k 12
FTSE 250 8.56 €907.7k 15.5k 10
OMXC20 2.71 €473.4k 275.8k 5
ISEQ 20 5.12 €440.8k 131.7k 8
OMXS30 2.57 €434.5k 53.4k 11
FTSE MIB 2.17 €335.4k 179.8k 8
PSI20 29.56 €317.6k 77.2k 9
IBEX 35 3.07 €167.1k 87.1k 9
ATX 8.90 €96.0k 526.4k 7
CAC Next20 2.75 €80.6k 11.9k 4
OBX 4.02 €69.9k 382.8k 8
OMXH25 5.11 €46.6k 24.4k 9
AMX 3.63 €854.0 2.3k 2
MDAX 0 €0 517.8 4