Cboe Global Markets

Dark Order Books

Summary

  T + 1 5 Day Average
Value Traded €394.0M €381.4M
Price Improvement 4.02 bps 3.61 bps
Total Euro-hours €-hr 283.7M €-hr 277.1M
Number of stocks 3,066 3,071

Historical Notional Value & Volume

Market Distribution in €-hours (T+1)

Index Summary (T+1)

Index bps Notional €-Hrs Symbols
FTSE 100 2.91 €212.8M 96.6M 101
STOXX Europe 50 1.47 €96.9M 30.8M 50
Bats CH 20 1.69 €56.4M 10.1M 20
FTSE 250 7.79 €41.8M 68.0M 250
Bats CHM 30 4.03 €14.8M 13.3M 30
EURO STOXX 50 1.56 €13.6M 5.0M 50
CAC 40 1.57 €10.8M 3.9M 40
DAX 1.70 €6.9M 3.4M 40
IBEX 35 2.60 €4.4M 3.5M 35
AEX 1.38 €3.2M 3.0M 25
FTSE MIB 2.13 €1.2M 1.5M 40
MDAX 3.40 €869.1k 2.4M 50
CAC Next20 2.95 €281.2k 2.1M 20
SMIM 6.04 €38.3k 120.2k 1
ATX 2.83 €37.7k 406.2k 20
BEL20 0.93 €37.4k 94.9k 20
AMX 4.60 €28.0k 151.1k 25
OBX 3.56 €24.2k 381.2k 25
PSI20 3.74 €10.4k 90.0k 19
ISEQ 20 6.89 €6.7k 673.0k 18