Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €32.2M | €275.0M |
| Price Improvement | 3.77 bps | 4.02 bps |
| Total Euro-hours | €-hr 59.4M | €-hr 206.4M |
| Number of stocks | 1,991 | 3,033 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.34 | €19.2M | 27.1M | 20 |
| Bats CHM 30 | 5.31 | €4.0M | 13.7M | 30 |