Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €193.4M €194.8M
Price Improvement 4.54 bps 4.37 bps
Total Euro-hours €-hr 216.0M €-hr 206.3M
Number of stocks 2,778 2,740

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 3.02 €143.2M 64.4M 101
STOXX Europe 50 1.68 €57.1M 21.0M 44
FTSE 250 8.98 €29.0M 65.6M 247
AEX 1.64 €2.3M 6.1M 25
CAC 40 1.47 €2.1M 7.9M 39
EURO STOXX 50 1.39 €1.8M 14.2M 50
DAX 1.67 €794.1k 4.7M 30
MDAX 5.61 €776.4k 4.6M 60
BEL20 3.15 €727.8k 1.6M 20
CAC Next20 3.15 €691.3k 3.1M 20
FTSE MIB 2.47 €593.6k 1.4M 40
IBEX 35 3.24 €435.4k 9.9M 35
OBX 3.65 €124.4k 1.4M 25
AMX 3.69 €76.7k 410.3k 24
PSI20 3.16 €31.6k 181.5k 18
ISEQ 20 0 €0 258.2k 11
SMIM 0 €0 2.6k 1
ATX 0 €0 219.7k 20