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

Historical Notional Value & Volume

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