Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €793.5M €743.4M
Price Improvement 3.13 bps 3.25 bps
Total Euro-hours €-hr 499.4M €-hr 518.5M
Number of stocks 1,942 1,870

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
EURO STOXX 50 1.72 €294.5M 103.8M 50
STOXX Europe 50 1.58 €220.8M 69.8M 30
CAC 40 2.11 €206.7M 63.3M 40
DAX 2.03 €117.4M 39.4M 30
AEX 1.94 €79.1M 33.4M 25
FTSE MIB 1.82 €61.8M 33.8M 40
MDAX 4.46 €46.7M 37.2M 60
IBEX 35 2.92 €35.3M 27.0M 34
OBX 3.78 €22.7M 19.3M 25
CAC Next20 3.52 €22.4M 15.0M 20
BEL20 2.61 €18.8M 9.9M 20
PSI20 4.48 €12.7M 4.3M 16
AMX 5.64 €10.7M 12.8M 24
ISEQ 20 3.86 €7.5M 6.5M 16
ATX 6.94 €5.3M 7.6M 20