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 |
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 |