Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €143.4M | €122.0M |
Price Improvement | 4.27 bps | 4.09 bps |
Total Euro-hours | €-hr 163.6M | €-hr 174.9M |
Number of stocks | 3,275 | 3,417 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Cboe CH 20 | 2.22 | €16.0M | 19.4M | 20 |
Cboe CHM 30 | 9.34 | €5.3M | 9.0M | 30 |