Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €241.2M €230.7M
Price Improvement 3.35 bps 3.42 bps
Total Euro-hours €-hr 391.6M €-hr 420.2M
Number of stocks 2,813 2,814

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 1.37 €65.5M 25.3M 44
EURO STOXX 50 1.53 €54.9M 27.5M 50
FTSE 100 2.08 €50.7M 46.5M 98
CAC 40 1.95 €31.2M 12.3M 40
DAX 1.84 €19.9M 13.6M 30
AEX 1.82 €19.1M 18.4M 25
IBEX 35 2.46 €13.3M 18.9M 34
OMXS30 2.35 €12.4M 11.4M 28
FTSE MIB 2.45 €11.8M 18.2M 39
OMXC20 2.83 €10.1M 7.6M 20
BEL20 2.79 €10.0M 11.4M 20
MDAX 4.80 €7.8M 14.8M 59
FTSE 250 8.99 €7.5M 42.4M 229
CAC Next20 3.49 €5.2M 4.3M 20
OBX 3.91 €4.8M 4.7M 25
OMXH25 2.91 €4.6M 3.8M 22
FTSERIOB 3.66 €2.6M 3.5M 15
ISEQ 20 5.08 €2.3M 10.6M 18
PSI20 3.69 €1.6M 2.5M 17
AMX 4.56 €1.4M 4.0M 23
ATX 3.81 €991.4k 3.2M 20
SMIM 5.60 €4.8k 5.7k 1