Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €222.8M €191.6M
Price Improvement 3.28 bps 3.39 bps
Total Euro-hours €-hr 472.7M €-hr 434.0M
Number of stocks 2,999 2,940

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 1.68 €73.2M 47.6M 49
STOXX Europe 50 1.42 €63.0M 53.3M 50
IBEX 35 2.72 €34.1M 31.5M 35
DAX 1.75 €31.3M 33.1M 30
AEX 1.64 €28.1M 12.7M 23
CAC 40 1.87 €20.9M 16.0M 39
SMI 1.81 €15.7M 21.0M 20
BEL20 2.03 €12.6M 13.8M 18
FTSE MIB 2.74 €10.3M 17.4M 30
FTSE 100 2.14 €8.8M 39.6M 79
FTSE 250 6.50 €7.8M 47.4M 157
OMXS30 3.19 €7.4M 9.2M 21
CAC Next20 2.90 €5.8M 4.5M 16
SMIM 5.55 €5.8M 14.5M 30
OMXH25 2.87 €5.1M 3.4M 17
MDAX 4.92 €4.8M 37.7M 41
AMX 4.33 €3.2M 3.0M 16
ISEQ 20 6.68 €3.2M 12.7M 16
FTSERIOB 5.01 €1.7M 2.1M 15
OBX 3.66 €1.3M 1.7M 22
ATX 5.00 €500.2k 3.8M 17
PSI20 6.66 €114.5k 9.3M 14
OMXC20 2.70 €78.4k 7.7M 12