Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €94.7M | €84.2M |
| Price Improvement | 5.03 bps | 4.75 bps |
| Total Euro-hours | €-hr 208.2M | €-hr 147.5M |
| Number of stocks | 3,271 | 2,865 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.56 | €15.4M | 14.2M | 20 |
| Cboe CHM 30 | 6.05 | €3.9M | 26.9M | 30 |