Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €207.2M €264.1M
Price Improvement 3.32 bps 3.52 bps
Total Euro-hours €-hr 380.1M €-hr 428.5M
Number of stocks 2,853 2,720

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
STOXX Europe 50 1.47 €56.0M 30.0M 50
EURO STOXX 50 1.56 €55.7M 29.0M 50
CAC 40 1.84 €34.4M 19.6M 40
FTSE 100 2.26 €30.5M 42.4M 100
DAX 1.61 €23.2M 14.8M 30
IBEX 35 2.26 €17.1M 11.3M 34
AEX 1.92 €11.2M 16.3M 25
MDAX 3.98 €10.1M 15.0M 59
SMI 2.09 €10.1M 14.9M 20
FTSE MIB 2.56 €9.8M 12.4M 40
OMXS30 2.38 €8.1M 5.2M 30
FTSE 250 8.55 €7.8M 46.9M 246
OMXC20 4.00 €6.3M 3.9M 20
OMXH25 3.55 €5.7M 12.5M 23
OBX 3.32 €3.1M 3.6M 25
CAC Next20 3.08 €3.1M 9.1M 20
BEL20 2.73 €2.2M 3.0M 20
SMIM 3.60 €2.2M 12.2M 27
ISEQ 20 8.30 €1.6M 3.9M 20
ATX 5.09 €1.4M 3.2M 20
AMX 7.06 €1.1M 3.7M 25
FTSERIOB 3.92 €1.1M 3.2M 15
PSI20 3.54 €969.6k 2.7M 18