Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €300.8M €349.9M
Price Improvement 3.72 bps 3.79 bps
Total Euro-hours €-hr 393.4M €-hr 377.3M
Number of stocks 2,686 2,795

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 1.72 €63.8M 33.2M 50
EURO STOXX 50 1.99 €60.9M 15.7M 50
FTSE 100 2.93 €47.9M 44.1M 101
DAX 2.22 €40.9M 14.1M 30
CAC 40 2.01 €24.8M 16.0M 40
AEX 2.13 €20.7M 13.2M 25
MDAX 4.44 €18.3M 15.8M 59
FTSE 250 7.27 €17.9M 45.9M 238
OMXS30 2.24 €16.3M 22.0M 29
FTSE MIB 3.10 €15.0M 17.0M 40
IBEX 35 2.74 €14.7M 15.9M 34
OMXC20 2.82 €12.4M 15.6M 19
SMI 1.95 €12.4M 12.9M 20
OMXH25 2.71 €9.6M 6.2M 24
CAC Next20 3.86 €4.4M 5.6M 20
OBX 3.35 €3.9M 2.8M 24
BEL20 2.85 €3.8M 8.7M 20
ISEQ 20 7.28 €3.0M 8.3M 19
AMX 7.27 €2.3M 4.7M 23
ATX 5.54 €2.3M 3.1M 20
FTSERIOB 5.29 €1.9M 2.5M 15
SMIM 4.88 €1.4M 7.3M 27
PSI20 5.99 €1.1M 1.6M 16