Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €218.3M | €272.1M |
| Price Improvement | 3.88 bps | 4.03 bps |
| Total Euro-hours | €-hr 271.4M | €-hr 255.1M |
| Number of stocks | 2,834 | 2,871 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.00 | €37.2M | 17.6M | 20 |
| Bats CHM 30 | 4.79 | €9.9M | 9.7M | 30 |