Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €200.9M €186.1M
Price Improvement 3.81 bps 4.01 bps
Total Euro-hours €-hr 411.3M €-hr 411.8M
Number of stocks 2,735 2,735

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 1.37 €45.5M 28.0M 44
EURO STOXX 50 1.51 €40.3M 30.0M 50
FTSE 100 2.46 €39.6M 43.1M 100
CAC 40 1.78 €27.6M 21.3M 40
DAX 1.87 €15.0M 16.8M 30
AEX 1.94 €14.6M 9.3M 25
FTSE MIB 3.01 €13.1M 8.6M 39
MDAX 4.42 €11.6M 17.9M 59
OMXS30 2.59 €10.4M 9.1M 28
IBEX 35 2.57 €9.9M 12.9M 34
FTSE 250 7.66 €9.0M 57.4M 221
OMXC20 2.19 €6.6M 12.3M 20
CAC Next20 4.60 €6.2M 10.8M 20
BEL20 2.61 €4.5M 4.2M 20
ISEQ 20 6.93 €3.2M 2.2M 16
OMXH25 3.38 €3.2M 7.2M 23
FTSERIOB 4.02 €2.4M 7.8M 15
ATX 6.94 €1.5M 5.9M 20
OBX 4.19 €1.5M 3.5M 25
AMX 5.58 €1.1M 5.0M 25
PSI20 4.29 €959.9k 7.3M 18
SMIM 3.34 €25.4k 26.3k 1