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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
T + 1 | 5 Day Average | |
Value Traded | €64.4M | €58.6M |
---|---|---|
Price Improvement | 4.56 bps | 4.66 bps |
Total Euro-hours | €-hr 157.6M | €-hr 150.6M |
Number of stocks | 2,762 | 2,767 |
Dark Order Book Historical Notional Value & Volume
Market Distribution in Euro-hours (T+1)
Dark Order Book Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
FTSE 100 | 2.83 | €34.4M | 45.7M | 101 |
STOXX Europe 50 | 1.70 | €12.2M | 15.3M | 44 |
FTSE 250 | 11.03 | €9.0M | 44.2M | 246 |
BEL20 | 3.01 | €3.8M | 1.1M | 20 |
EURO STOXX 50 | 1.92 | €2.9M | 8.0M | 50 |
AEX | 2.27 | €2.7M | 2.4M | 25 |
DAX | 2.04 | €2.5M | 2.4M | 30 |
CAC 40 | 2.26 | €2.3M | 4.7M | 40 |
IBEX 35 | 2.45 | €1.3M | 1.1M | 35 |
FTSE MIB | 2.40 | €841.3k | 5.2M | 40 |
MDAX | 5.01 | €742.3k | 6.9M | 60 |
ISEQ 20 | 7.46 | €635.7k | 4.4M | 12 |
CAC Next20 | 4.00 | €389.1k | 1.6M | 20 |
OBX | 4.98 | €260.8k | 1.2M | 25 |
PSI20 | 4.23 | €74.6k | 150.4k | 15 |
AMX | 26.62 | €2.7k | 352.1k | 25 |
SMIM | 0 | €0 | 0 | 1 |
ATX | 0 | €0 | 505.8k | 20 |