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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €218.4M | €177.1M |
|---|---|---|
| Price Improvement | 4.82 bps | 5.10 bps |
| Total Euro-hours | €-hr 36.3M | €-hr 86.7M |
| Number of stocks | 205 | 196 |
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 | 1.87 | €131.4M | 2.1M | 33 |
| CAC 40 | 1.50 | €97.9M | 1.2M | 17 |
| STOXX Europe 50 | 1.39 | €96.5M | 1.4M | 23 |
| DAX | 2.54 | €45.7M | 3.1M | 18 |
| ISEQ 20 | 3.82 | €14.3M | 641.2k | 6 |
| AEX | 1.73 | €12.8M | 431.9k | 12 |
| BEL20 | 4.06 | €3.7M | 254.8k | 7 |
| IBEX 35 | 3.94 | €3.3M | 150.6k | 11 |
| CAC Next20 | 4.34 | €1.9M | 1.7M | 4 |
| FTSE MIB | 1.72 | €530.1k | 2.9M | 12 |
| ATX | 8.61 | €483.5k | 255.1k | 6 |
| PSI20 | 17.79 | €316.9k | 14.1k | 7 |
| OBX | 3.08 | €259.0k | 54.5k | 8 |
| MDAX | 2.70 | €64.4k | 145.7k | 4 |
| AMX | 0 | €0 | 777.6 | 2 |