Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €305.4M | €283.6M |
| Price Improvement | 3.08 bps | 3.51 bps |
| Total Euro-hours | €-hr 254.5M | €-hr 228.9M |
| Number of stocks | 3,064 | 3,058 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.32 | €41.1M | 17.3M | 20 |
| Bats CHM 30 | 5.15 | €7.0M | 8.0M | 30 |