Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €120.0M | €113.7M |
| Price Improvement | 4.15 bps | 4.40 bps |
| Total Euro-hours | €-hr 154.9M | €-hr 153.0M |
| Number of stocks | 3,316 | 3,316 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.46 | €20.2M | 10.0M | 20 |
| Cboe CHM 30 | 5.19 | €3.6M | 6.8M | 30 |