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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €85.8M | €97.8M |
|---|---|---|
| Price Improvement | 12.80 bps | 10.90 bps |
| Total Euro-hours | €-hr 3.3M | €-hr 34.9M |
| Number of stocks | 333 | 179 |
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 | 2.44 | €34.6M | 999.2k | 42 |
| DAX | 2.82 | €26.9M | 659.4k | 30 |
| CAC 40 | 4.75 | €20.1M | 822.8k | 37 |
| STOXX Europe 50 | 2.22 | €18.6M | 801.7k | 27 |
| ISEQ 20 | 11.46 | €10.1M | 444.7k | 9 |
| AEX | 3.07 | €8.0M | 194.3k | 22 |
| BEL20 | 9.34 | €3.2M | 190.1k | 14 |
| OMXC20 | 4.57 | €2.8M | 393.8k | 4 |
| OMXS30 | 4.17 | €1.7M | 59.4k | 22 |
| CAC Next20 | 7.28 | €789.2k | 38.5k | 19 |
| ATX | 24.55 | €674.7k | 41.4k | 9 |
| OMXH25 | 5.21 | €516.3k | 38.6k | 16 |
| PSI20 | 28.99 | €470.5k | 20.0k | 9 |
| FTSE MIB | 2.68 | €371.8k | 9.3k | 27 |
| AMX | 0 | €0 | 0 | 6 |
| MDAX | 0 | €0 | 0 | 37 |