Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €190.6M €148.7M
Price Improvement 4.69 bps 5.24 bps
Total Euro-hours €-hr 8.1M €-hr 6.3M
Number of stocks 196 238

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 1.85 €116.7M 2.9M 26
STOXX Europe 50 1.41 €79.5M 927.2k 18
CAC 40 1.51 €76.8M 853.0k 19
DAX 2.52 €57.5M 2.5M 15
AEX 2.10 €14.9M 255.0k 12
ISEQ 20 6.79 €13.7M 569.4k 6
OMXC20 3.22 €5.5M 184.3k 6
BEL20 4.59 €3.8M 234.1k 12
OMXS30 2.49 €3.2M 635.1k 21
CAC Next20 3.22 €986.7k 39.6k 3
OMXH25 3.52 €896.4k 124.3k 8
FTSE MIB 2.04 €714.2k 712.8k 9
ATX 18.19 €364.4k 336.3k 6
PSI20 51.95 €278.6k 12.8k 9
MDAX 3.84 €123.5k 249.2k 6
AMX 0 €0 0 1