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 |
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 |