Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €857.5M €582.9M
Price Improvement 3.94 bps 3.11 bps
Total Euro-hours €-hr 30.2M €-hr 29.8M
Number of stocks 471 450

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
STOXX Europe 50 1.73 €337.4M 10.3M 46
EURO STOXX 50 1.95 €259.2M 9.2M 45
CAC 40 2.12 €171.4M 8.5M 28
DAX 2.67 €160.8M 3.5M 25
AEX 1.62 €118.4M 972.8k 17
SMI 1.66 €101.0M 418.5k 7
FTSE 100 1.63 €68.7M 1.5M 49
BEL20 2.34 €39.5M 688.6k 14
IBEX 35 3.06 €27.3M 800.0k 22
FTSE MIB 2.76 €26.2M 224.6k 27
OMXC20 4.07 €17.3M 547.9k 12
OMXS30 2.51 €14.3M 148.9k 17
ISEQ 20 6.98 €13.2M 269.7k 13
ATX 9.16 €7.9M 1.6M 13
OBX 3.80 €5.9M 176.9k 14
OMXH25 3.96 €3.6M 90.6k 11
MDAX 3.79 €2.4M 83.6k 19
PSI20 5.84 €1.8M 122.6k 8
CAC Next20 3.63 €1.4M 27.0k 7
FTSE 250 7.13 €740.2k 207.5k 34
AMX 6.28 €158.7k 7.7k 6
SMIM 0 €0 166.6k 3