Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €342.1M | €268.8M |
| Price Improvement | 3.77 bps | 3.85 bps |
| Total Euro-hours | €-hr 263.2M | €-hr 204.1M |
| Number of stocks | 3,289 | 3,033 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.28 | €42.6M | 31.2M | 20 |
| Bats CHM 30 | 6.52 | €9.6M | 18.2M | 30 |