Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €456.4M | €424.0M |
Price Improvement | 3.56 bps | 3.48 bps |
Total Euro-hours | €-hr 299.3M | €-hr 305.0M |
Number of stocks | 3,888 | 3,927 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Bats CH 20 | 2.11 | €88.5M | 19.9M | 20 |
Bats CHM 30 | 5.67 | €17.9M | 8.1M | 30 |