Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €211.6M €277.1M
Price Improvement 3.88 bps 3.65 bps
Total Euro-hours €-hr 452.9M €-hr 528.1M
Number of stocks 2,680 2,692

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
FTSE 100 2.56 €62.4M 72.5M 100
STOXX Europe 50 1.38 €42.6M 22.9M 44
EURO STOXX 50 1.57 €36.3M 23.7M 50
CAC 40 2.02 €19.6M 17.6M 40
FTSE 250 6.32 €18.2M 68.2M 232
DAX 1.79 €16.3M 14.6M 30
IBEX 35 2.63 €12.6M 11.0M 34
AEX 1.84 €10.1M 9.6M 25
MDAX 4.06 €9.3M 22.9M 60
FTSE MIB 2.73 €8.2M 12.8M 39
OMXS30 2.22 €6.7M 12.4M 29
BEL20 2.55 €5.7M 5.6M 20
OMXC20 5.00 €5.3M 4.7M 20
OMXH25 3.64 €2.7M 2.8M 22
CAC Next20 3.89 €2.5M 1.6M 20
PSI20 3.64 €2.2M 8.1M 17
OBX 5.52 €2.0M 3.7M 25
AMX 5.31 €1.4M 3.3M 25
FTSERIOB 4.41 €1.4M 1.7M 15
ATX 5.77 €1.2M 2.3M 20
ISEQ 20 7.76 €1.1M 8.7M 17
SMIM 3.47 €200.8k 513.7k 1