Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €89.2M €151.1M
Price Improvement 8.04 bps 6.68 bps
Total Euro-hours €-hr 3.4M €-hr 6.4M
Number of stocks 169 171

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 1.79 €43.1M 672.3k 29
CAC 40 1.75 €35.9M 671.8k 20
STOXX Europe 50 1.44 €35.2M 586.5k 20
DAX 2.89 €18.7M 273.9k 15
ISEQ 20 5.86 €7.8M 468.8k 9
AEX 2.29 €6.8M 143.2k 13
OMXC20 2.51 €3.8M 125.7k 6
BEL20 6.31 €2.9M 186.3k 11
OMXS30 2.80 €1.9M 59.0k 10
CAC Next20 4.60 €780.7k 31.6k 4
OMXH25 3.04 €734.1k 28.3k 6
PSI20 32.59 €410.1k 14.1k 10
FTSE MIB 2.06 €295.2k 629.3k 8
ATX 24.72 €171.6k 195.4k 7
MDAX 3.48 €20.7k 2.4k 8
AMX 0 €0 0 1