Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €132.5M | €128.9M |
| Price Improvement | 4.00 bps | 4.00 bps |
| Total Euro-hours | €-hr 195.7M | €-hr 194.2M |
| Number of stocks | 3,011 | 3,046 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.35 | €14.8M | 11.0M | 20 |
| Cboe CHM 30 | 4.66 | €3.8M | 5.2M | 30 |