Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €345.7M | €363.1M |
| Price Improvement | 3.59 bps | 3.72 bps |
| Total Euro-hours | €-hr 286.7M | €-hr 275.2M |
| Number of stocks | 3,234 | 3,295 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.12 | €80.9M | 50.9M | 20 |
| Bats CHM 30 | 6.01 | €7.5M | 16.3M | 30 |