Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €434.9M | €383.3M |
| Price Improvement | 3.62 bps | 3.71 bps |
| Total Euro-hours | €-hr 291.0M | €-hr 268.4M |
| Number of stocks | 3,340 | 3,376 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.17 | €87.4M | 33.3M | 20 |
| Bats CHM 30 | 4.75 | €15.3M | 16.6M | 30 |