Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €340.9M | €312.6M |
| Price Improvement | 4.14 bps | 3.77 bps |
| Total Euro-hours | €-hr 256.1M | €-hr 250.9M |
| Number of stocks | 3,256 | 3,278 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.42 | €59.2M | 31.5M | 20 |
| Bats CHM 30 | 7.65 | €16.5M | 9.8M | 30 |