Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €89.5M €101.6M
Price Improvement 8.82 bps 8.11 bps
Total Euro-hours €-hr 5.2M €-hr 7.2M
Number of stocks 138 181

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 1.45 €35.8M 1.5M 27
CAC 40 1.56 €29.1M 1.2M 18
STOXX Europe 50 1.27 €26.8M 1.2M 19
DAX 1.67 €22.5M 869.6k 15
ISEQ 20 6.58 €11.1M 487.1k 8
AEX 1.88 €4.5M 208.0k 9
BEL20 5.36 €2.8M 250.5k 8
OMXC20 2.29 €2.1M 147.8k 5
OMXS30 3.04 €1.9M 72.3k 13
CAC Next20 2.41 €975.4k 49.1k 5
PSI20 12.49 €659.1k 33.5k 10
FTSE MIB 1.34 €583.2k 788.1k 7
ATX 10.50 €558.3k 467.3k 5
OMXH25 3.19 €447.9k 20.6k 6
AMX 0 €0 0 2
MDAX 0 €0 37.3k 1