Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €107.9M | €128.2M |
| Price Improvement | 3.74 bps | 3.77 bps |
| Total Euro-hours | €-hr 140.3M | €-hr 159.4M |
| Number of stocks | 4,017 | 3,986 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 1.99 | €21.0M | 10.0M | 20 |
| Cboe CHM 30 | 5.82 | €3.8M | 5.5M | 30 |