Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €323.1M €323.7M
Price Improvement 3.63 bps 3.74 bps
Total Euro-hours €-hr 359.1M €-hr 370.6M
Number of stocks 2,620 2,629

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 1.57 €91.2M 32.1M 50
EURO STOXX 50 1.91 €81.1M 21.6M 50
FTSE 100 2.57 €58.4M 41.7M 101
DAX 2.23 €37.7M 11.5M 30
CAC 40 2.01 €33.6M 21.3M 40
SMI 1.70 €21.2M 25.2M 20
IBEX 35 2.72 €21.2M 14.9M 34
MDAX 4.69 €20.4M 17.5M 59
AEX 1.68 €16.6M 5.4M 25
OMXH25 3.83 €14.9M 8.2M 24
FTSE 250 7.19 €13.4M 45.0M 234
FTSE MIB 2.97 €13.0M 11.5M 40
OMXS30 2.37 €12.4M 6.7M 28
BEL20 3.00 €9.5M 4.6M 20
OMXC20 3.24 €7.2M 5.0M 20
CAC Next20 2.83 €5.9M 6.1M 20
OBX 4.45 €4.7M 3.5M 25
FTSERIOB 3.22 €3.2M 3.1M 15
ISEQ 20 10.02 €2.6M 4.9M 19
ATX 6.73 €2.3M 5.4M 20
AMX 5.37 €2.1M 10.5M 25
SMIM 7.00 €1.1M 3.5M 26
PSI20 11.03 €1.1M 6.1M 18