Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €322.8M | €404.6M |
| Price Improvement | 3.74 bps | 3.94 bps |
| Total Euro-hours | €-hr 207.5M | €-hr 222.4M |
| Number of stocks | 3,123 | 3,100 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.45 | €61.2M | 20.1M | 20 |
| Bats CHM 30 | 5.47 | €11.1M | 5.2M | 30 |