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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €75.0M | €92.7M |
|---|---|---|
| Price Improvement | 9.49 bps | 7.78 bps |
| Total Euro-hours | €-hr 3.0M | €-hr 6.5M |
| Number of stocks | 100 | 101 |
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 |
| CAC 40 | 2.25 | €19.7M | 972.5k | 12 |
| EURO STOXX 50 | 1.38 | €17.6M | 906.3k | 18 |
| DAX | 1.62 | €16.2M | 421.5k | 11 |
| STOXX Europe 50 | 1.23 | €8.7M | 719.4k | 11 |
| ISEQ 20 | 7.45 | €7.8M | 326.5k | 7 |
| BEL20 | 4.05 | €4.6M | 177.3k | 6 |
| AEX | 1.69 | €3.1M | 106.2k | 6 |
| OMXC20 | 3.18 | €2.5M | 120.0k | 3 |
| CAC Next20 | 2.96 | €1.9M | 60.8k | 3 |
| OMXS30 | 1.79 | €1.4M | 35.2k | 5 |
| ATX | 9.32 | €1.1M | 53.1k | 3 |
| PSI20 | 12.08 | €995.8k | 47.3k | 7 |
| OMXH25 | 1.76 | €575.6k | 29.9k | 5 |
| FTSE MIB | 1.95 | €212.2k | 8.6k | 5 |
| FTSE 100 | 0 | €0 | 392.4 | 1 |