Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €800.9M €715.4M
Price Improvement 3.23 bps 3.27 bps
Total Euro-hours €-hr 504.3M €-hr 518.0M
Number of stocks 1,896 1,845

Dark Order Book Historical Notional Value & Volume

Market Distribution in Euro-hours (T+1)

Dark Order Book Index Summary (T+1)

Index bps Notional €-Hrs Symbols
EURO STOXX 50 1.69 €272.7M 78.7M 50
CAC 40 2.37 €207.6M 67.4M 40
STOXX Europe 50 1.53 €192.3M 47.4M 30
DAX 1.84 €118.6M 36.4M 30
AEX 1.86 €88.5M 35.0M 24
IBEX 35 2.92 €37.2M 13.5M 34
MDAX 4.30 €32.6M 30.9M 60
FTSE MIB 2.29 €27.8M 23.3M 40
OBX 3.57 €23.8M 11.9M 25
BEL20 2.60 €21.8M 12.0M 20
CAC Next20 3.43 €16.4M 6.8M 20
AMX 4.79 €10.4M 13.1M 24
ISEQ 20 3.08 €7.9M 8.5M 17
ATX 7.34 €6.1M 11.0M 20
PSI20 5.46 €5.2M 4.5M 17