Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €161.4M €174.4M
Price Improvement 3.53 bps 3.53 bps
Total Euro-hours €-hr 424.2M €-hr 356.9M
Number of stocks 2,568 2,858

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 1.47 €55.0M 84.1M 48
STOXX Europe 50 1.44 €45.9M 67.3M 48
CAC 40 1.81 €37.2M 32.4M 38
DAX 1.66 €29.5M 27.4M 30
SMI 1.90 €12.3M 13.6M 17
AEX 1.59 €11.8M 12.1M 23
IBEX 35 2.50 €10.9M 61.8M 34
FTSE MIB 2.68 €10.9M 25.9M 33
FTSE 100 2.01 €8.4M 32.8M 91
SMIM 5.00 €4.8M 8.3M 30
CAC Next20 3.20 €4.5M 7.3M 19
MDAX 4.27 €3.8M 7.5M 40
BEL20 1.60 €2.1M 13.1M 19
FTSERIOB 4.20 €1.8M 3.3M 15
ATX 7.14 €1.5M 4.2M 19
OMXC20 4.73 €1.5M 5.4M 18
ISEQ 20 10.89 €1.1M 6.4M 18
FTSE 250 10.73 €1.1M 21.0M 178
AMX 5.12 €714.7k 3.3M 21
OBX 4.91 €350.5k 3.5M 19
PSI20 9.51 €193.3k 1.1M 18