Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €77.9M €61.6M
Price Improvement 4.85 bps 5.83 bps
Total Euro-hours €-hr 70.7M €-hr 60.7M
Number of stocks 315 317

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 1.66 €25.9M 63.3M 38
OMXC20 2.31 €19.9M 400.8k 7
DAX 1.92 €17.9M 24.7M 21
STOXX Europe 50 1.63 €13.7M 38.9M 37
CAC 40 1.29 €8.8M 38.6M 23
FTSE 100 4.52 €5.2M 301.4k 56
BEL20 3.40 €3.0M 678.8k 11
FTSE 250 8.39 €2.8M 217.8k 24
AEX 2.24 €1.7M 375.1k 11
ISEQ 20 8.11 €863.6k 493.4k 7
OMXS30 2.84 €398.4k 98.7k 18
IBEX 35 3.89 €246.5k 23.0k 10
PSI20 55.32 €183.1k 16.0k 9
FTSE MIB 1.89 €159.7k 29.1k 16
CAC Next20 4.87 €114.8k 69.3k 4
ATX 12.15 €112.8k 463.3k 7
OBX 3.55 €82.8k 10.4k 7
OMXH25 3.76 €76.5k 35.2k 10
MDAX 6.61 €907.0 2.1k 8
AMX 0 €0 0 2