Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €214.9M €216.7M
Price Improvement 4.33 bps 4.15 bps
Total Euro-hours €-hr 207.9M €-hr 213.2M
Number of stocks 2,751 2,770

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 2.60 €143.3M 68.5M 101
STOXX Europe 50 1.81 €66.1M 19.2M 44
FTSE 250 9.98 €32.2M 62.1M 246
EURO STOXX 50 1.58 €7.2M 10.6M 50
AEX 1.80 €4.3M 4.0M 25
CAC 40 1.71 €3.9M 6.2M 40
DAX 1.65 €3.9M 3.1M 30
FTSE MIB 2.59 €3.4M 6.3M 40
IBEX 35 2.90 €1.9M 1.2M 35
CAC Next20 2.96 €1.4M 1.7M 20
BEL20 1.66 €1.2M 1.9M 20
ISEQ 20 6.59 €784.2k 3.1M 12
OBX 3.71 €708.2k 1.5M 25
MDAX 3.07 €382.9k 5.2M 60
PSI20 6.40 €173.0k 381.5k 15
AMX 6.78 €68.4k 428.0k 25
ATX 4.26 €16.8k 526.6k 20
SMIM 0 €0 0 1