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