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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 |