Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €64.4M €58.6M
Price Improvement 4.56 bps 4.66 bps
Total Euro-hours €-hr 157.6M €-hr 150.6M
Number of stocks 2,762 2,767

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 2.83 €34.4M 45.7M 101
STOXX Europe 50 1.70 €12.2M 15.3M 44
FTSE 250 11.03 €9.0M 44.2M 246
BEL20 3.01 €3.8M 1.1M 20
EURO STOXX 50 1.92 €2.9M 8.0M 50
AEX 2.27 €2.7M 2.4M 25
DAX 2.04 €2.5M 2.4M 30
CAC 40 2.26 €2.3M 4.7M 40
IBEX 35 2.45 €1.3M 1.1M 35
FTSE MIB 2.40 €841.3k 5.2M 40
MDAX 5.01 €742.3k 6.9M 60
ISEQ 20 7.46 €635.7k 4.4M 12
CAC Next20 4.00 €389.1k 1.6M 20
OBX 4.98 €260.8k 1.2M 25
PSI20 4.23 €74.6k 150.4k 15
AMX 26.62 €2.7k 352.1k 25
SMIM 0 €0 0 1
ATX 0 €0 505.8k 20