Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €344.3M €354.1M
Price Improvement 3.71 bps 3.34 bps
Total Euro-hours €-hr 454.5M €-hr 470.1M
Number of stocks 3,225 3,303

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 1.79 €77.5M 28.8M 50
STOXX Europe 50 1.31 €74.7M 25.5M 50
FTSE 100 2.10 €64.6M 44.8M 101
CAC 40 1.99 €40.2M 21.0M 40
DAX 1.90 €32.7M 7.2M 30
IBEX 35 2.82 €32.1M 12.6M 35
FTSE 250 6.62 €21.8M 48.5M 250
FTSE MIB 2.35 €15.5M 17.2M 40
MDAX 4.68 €14.0M 23.7M 49
AEX 1.41 €12.1M 11.4M 25
SMI 1.82 €11.5M 9.0M 20
OMXS30 2.03 €9.7M 7.7M 30
OMXC20 2.85 €9.4M 10.6M 20
OMXH25 2.61 €9.1M 11.1M 25
ISEQ 20 9.27 €7.5M 11.9M 20
CAC Next20 3.37 €6.7M 6.8M 20
BEL20 2.10 €6.1M 7.6M 20
SMIM 4.77 €5.8M 10.3M 30
OBX 3.47 €5.4M 4.5M 25
AMX 4.12 €3.9M 4.1M 25
FTSERIOB 7.12 €2.3M 3.6M 15
ATX 5.02 €1.3M 2.2M 20
PSI20 8.41 €563.0k 1.2M 18