Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €156.2M €172.8M
Price Improvement 3.74 bps 3.68 bps
Total Euro-hours €-hr 301.1M €-hr 313.6M
Number of stocks 2,582 2,590

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 1.49 €43.1M 26.5M 44
EURO STOXX 50 1.63 €37.2M 24.9M 50
FTSE 100 2.94 €35.2M 41.8M 101
CAC 40 1.77 €18.4M 13.5M 40
DAX 1.77 €16.5M 12.2M 30
AEX 2.74 €14.6M 20.7M 25
FTSE 250 5.34 €11.1M 36.9M 236
IBEX 35 2.59 €9.7M 11.4M 34
OMXC20 4.21 €7.4M 7.2M 20
MDAX 3.82 €7.0M 22.5M 60
FTSE MIB 2.29 €6.8M 6.2M 40
OMXS30 2.31 €4.9M 4.2M 29
BEL20 1.76 €3.6M 5.3M 20
OBX 5.70 €2.6M 2.1M 25
ISEQ 20 5.46 €2.1M 3.4M 18
OMXH25 3.22 €1.9M 3.3M 24
FTSERIOB 3.21 €1.5M 4.1M 15
AMX 4.83 €1.3M 5.0M 25
CAC Next20 2.63 €1.3M 5.8M 20
ATX 6.83 €934.9k 2.0M 20
PSI20 5.05 €421.5k 1.4M 16
SMIM 5.00 €188.8k 257.3k 1