Cboe Global Markets

Dark Order Books

Summary

  T + 1 5 Day Average
Value Traded €301.7M €319.7M
Price Improvement 4.03 bps 3.77 bps
Total Euro-hours €-hr 329.4M €-hr 345.2M
Number of stocks 3,017 3,026

Historical Notional Value & Volume

Market Distribution in €-hours (T+1)

Index Summary (T+1)

Index bps Notional €-Hrs Symbols
FTSE 100 2.54 €162.7M 100.4M 101
STOXX Europe 50 1.93 €97.1M 17.0M 50
FTSE 250 7.39 €43.8M 88.7M 250
Bats CH 20 2.00 €28.2M 13.8M 20
Bats CHM 30 5.15 €17.0M 8.7M 30
EURO STOXX 50 1.57 €12.0M 3.6M 50
CAC 40 1.66 €10.2M 1.6M 40
AEX 2.08 €7.2M 4.9M 25
DAX 1.49 €4.1M 1.7M 30
MDAX 3.75 €2.1M 1.6M 60
OBX 2.73 €1.4M 9.8M 25
AMX 4.56 €947.1k 3.4M 25
CAC Next20 2.35 €871.3k 575.1k 20
IBEX 35 2.14 €727.0k 563.2k 35
SMIM 4.35 €578.5k 168.6k 1
BEL20 3.05 €424.9k 1.6M 20
FTSE MIB 1.82 €106.1k 268.2k 40
ISEQ 20 1.85 €71.3k 140.7k 18
ATX 2.62 €2.4k 82.6k 20
PSI20 0 €0 2.3k 18