Dark Order Books

Summary

  T + 1 5 Day Average
Value Traded €381.4M €357.1M
Price Improvement 3.50 bps 3.55 bps
Total Euro-hours €-hr 277.8M €-hr 278.3M
Number of stocks 2,563 2,785

Historical Notional Value & Volume

Market Distribution in €-hours (T+1)

Index Summary (T+1)

Index bps Notional €-Hrs Symbols
FTSE 100 2.30 €238.0M 105.1M 100
STOXX Europe 50 1.57 €147.1M 41.0M 50
Bats CH 20 2.47 €65.3M 23.5M 20
FTSE 250 8.62 €33.5M 44.7M 250
Bats CHM 30 6.00 €14.3M 21.1M 30
EURO STOXX 50 1.46 €4.8M 9.2M 49
CAC 40 1.36 €3.4M 7.9M 40
DAX 2.37 €1.7M 2.3M 40
AEX 1.70 €1.7M 4.5M 25
FTSE MIB 1.92 €1.0M 3.2M 40
SMIM 5.96 €412.7k 183.9k 1
IBEX 35 4.04 €385.1k 2.6M 35
CAC Next20 3.71 €166.5k 930.2k 20
MDAX 5.17 €130.6k 7.8M 50
BEL20 4.63 €118.4k 611.8k 20
ISEQ 20 3.81 €61.7k 178.7k 18
OBX 2.40 €52.8k 377.2k 25
PSI20 4.93 €13.7k 281.5k 15
AMX 6.64 €4.4k 214.8k 25
ATX 0 €0 1.3M 20