Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €138.4M €159.2M
Price Improvement 3.15 bps 3.20 bps
Total Euro-hours €-hr 291.7M €-hr 317.5M
Number of stocks 2,809 2,789

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 1.42 €54.8M 24.9M 50
STOXX Europe 50 1.30 €45.7M 19.0M 50
DAX 1.55 €39.0M 12.4M 30
CAC 40 1.81 €19.0M 8.7M 38
IBEX 35 2.46 €12.9M 12.3M 31
AEX 1.79 €9.2M 3.7M 24
MDAX 3.86 €7.0M 14.7M 50
FTSE MIB 2.59 €6.5M 13.5M 35
FTSE 100 2.22 €4.7M 11.4M 81
BEL20 1.77 €4.4M 7.0M 17
SMI 1.91 €2.8M 3.9M 19
CAC Next20 2.80 €2.7M 3.9M 18
SMIM 3.96 €2.2M 5.8M 26
AMX 4.26 €2.2M 2.9M 19
OMXH25 2.34 €1.5M 5.6M 19
ISEQ 20 6.41 €1.2M 10.1M 16
OMXS30 2.08 €1.2M 4.9M 26
FTSE 250 5.99 €1.2M 19.9M 180
ATX 5.79 €905.5k 1.5M 19
FTSERIOB 5.47 €863.0k 688.0k 15
OMXC20 4.78 €554.3k 6.0M 15
PSI20 7.20 €275.3k 3.4M 15
OBX 9.16 €210.5k 209.4k 16