Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €299.2M | €351.1M |
| Price Improvement | 3.76 bps | 3.68 bps |
| Total Euro-hours | €-hr 216.8M | €-hr 221.8M |
| Number of stocks | 3,302 | 3,280 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.47 | €35.4M | 32.6M | 20 |
| Bats CHM 30 | 5.43 | €14.5M | 17.7M | 30 |