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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 |