Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €304.3M €318.9M
Price Improvement 3.09 bps 3.21 bps
Total Euro-hours €-hr 367.1M €-hr 391.1M
Number of stocks 2,463 2,723

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 1.90 €97.8M 37.6M 50
STOXX Europe 50 1.65 €93.4M 31.7M 49
CAC 40 2.15 €61.2M 19.7M 40
FTSE 100 2.04 €49.4M 49.9M 101
DAX 1.88 €39.8M 23.2M 30
AEX 2.10 €25.0M 10.5M 24
IBEX 35 2.45 €20.9M 18.9M 34
FTSE MIB 2.88 €15.7M 9.9M 40
FTSE 250 6.16 €13.2M 44.9M 245
MDAX 5.17 €12.5M 17.9M 60
SMI 2.08 €12.3M 10.0M 18
BEL20 3.27 €8.2M 6.1M 20
OMXS30 3.33 €6.4M 4.9M 30
CAC Next20 3.50 €5.9M 4.8M 19
FTSERIOB 4.41 €4.4M 2.2M 14
OMXH25 3.21 €4.2M 2.8M 23
ISEQ 20 3.98 €3.0M 2.9M 20
AMX 6.20 €2.8M 9.9M 25
SMIM 3.60 €1.7M 9.2M 27
ATX 5.40 €654.8k 1.0M 20
PSI20 5.99 €592.6k 1.0M 16