Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €271.2M €246.3M
Price Improvement 3.41 bps 3.54 bps
Total Euro-hours €-hr 500.6M €-hr 498.1M
Number of stocks 2,823 2,816

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 1.75 €84.7M 40.8M 50
STOXX Europe 50 1.72 €80.6M 44.8M 44
FTSE 100 2.39 €46.0M 91.7M 99
CAC 40 1.91 €43.2M 22.6M 40
DAX 1.79 €32.3M 17.9M 30
IBEX 35 2.38 €25.5M 32.2M 34
AEX 1.94 €23.4M 9.8M 25
FTSE MIB 2.91 €13.4M 9.8M 40
BEL20 2.32 €10.1M 9.0M 20
CAC Next20 4.60 €10.0M 12.3M 20
MDAX 4.39 €9.1M 23.5M 56
OMXS30 2.61 €7.6M 16.3M 28
FTSE 250 10.62 €7.6M 39.1M 224
OMXC20 2.65 €5.8M 19.7M 20
OMXH25 4.14 €4.3M 11.8M 24
OBX 3.86 €4.2M 6.3M 25
PSI20 4.73 €3.3M 3.6M 17
AMX 4.63 €1.9M 9.9M 25
ATX 8.58 €1.6M 7.2M 20
ISEQ 20 5.40 €550.6k 7.7M 18
FTSERIOB 4.04 €534.2k 1.4M 15
SMIM 3.54 €168.9k 87.4k 1