Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €136.7M | €120.7M |
| Price Improvement | 4.65 bps | 4.45 bps |
| Total Euro-hours | €-hr 188.1M | €-hr 167.9M |
| Number of stocks | 3,058 | 2,974 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| FTSE 100 | 2.53 | €67.2M | 47.4M | 100 |
| STOXX Europe 50 | 1.60 | €37.1M | 15.0M | 50 |
| Cboe CH 20 | 2.09 | €20.6M | 7.1M | 20 |
| FTSE 250 | 9.22 | €17.8M | 45.1M | 250 |
| Cboe CHM 30 | 11.64 | €7.8M | 10.1M | 29 |
| EURO STOXX 50 | 1.80 | €2.3M | 5.4M | 50 |
| DAX | 2.67 | €1.9M | 2.4M | 40 |
| CAC 40 | 2.73 | €1.5M | 4.7M | 41 |
| MDAX | 4.80 | €1.4M | 779.8k | 50 |
| AEX | 1.62 | €1.1M | 8.3M | 25 |
| IBEX 35 | 3.65 | €661.2k | 4.8M | 35 |
| OBX | 3.11 | €633.4k | 2.0M | 25 |
| FTSE MIB | 2.38 | €494.9k | 593.8k | 40 |
| CAC Next20 | 4.76 | €217.9k | 2.0M | 20 |
| BEL20 | 2.11 | €173.1k | 369.4k | 20 |
| AMX | 4.88 | €130.2k | 273.1k | 25 |
| PSI20 | 7.80 | €105.6k | 687.9k | 15 |
| ISEQ 20 | 6.64 | €95.2k | 898.2k | 18 |
| SMIM | 4.74 | €18.9k | 8.1k | 1 |
| ATX | 3.36 | €11.4k | 822.3k | 20 |