Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €385.0M €346.7M
Price Improvement 3.48 bps 3.47 bps
Total Euro-hours €-hr 307.2M €-hr 303.3M
Number of stocks 3,329 3,320

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 1.67 €91.7M 24.3M 50
EURO STOXX 50 1.74 €79.5M 24.7M 50
FTSE 100 3.10 €77.6M 31.0M 101
DAX 1.71 €40.1M 15.9M 30
CAC 40 1.41 €37.8M 17.2M 40
FTSE MIB 4.25 €23.1M 7.8M 40
IBEX 35 2.23 €22.2M 15.4M 35
FTSE 250 5.73 €21.4M 41.1M 250
AEX 1.58 €19.9M 3.8M 25
OMXS30 3.59 €17.4M 5.3M 31
MDAX 2.11 €16.5M 11.8M 49
SMI 3.30 €15.5M 2.8M 20
OMXC20 3.46 €11.1M 4.3M 20
BEL20 1.98 €9.8M 3.0M 20
OMXH25 3.30 €6.8M 9.4M 25
SMIM 4.08 €6.0M 4.1M 30
OBX 4.76 €4.9M 1.9M 25
CAC Next20 2.33 €4.7M 7.5M 20
FTSERIOB 4.54 €3.6M 2.1M 15
AMX 3.05 €3.5M 3.9M 25
ISEQ 20 6.84 €2.9M 4.6M 19
ATX 5.02 €2.6M 4.3M 20
PSI20 2.87 €1.7M 1.4M 18