Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €399.7M | €287.6M |
| Price Improvement | 4.13 bps | 3.97 bps |
| Total Euro-hours | €-hr 325.3M | €-hr 225.3M |
| Number of stocks | 3,298 | 3,038 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.17 | €59.1M | 36.6M | 20 |
| Bats CHM 30 | 5.66 | €10.1M | 16.6M | 30 |