Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €362.2M €308.2M
Price Improvement 3.68 bps 3.85 bps
Total Euro-hours €-hr 451.1M €-hr 428.7M
Number of stocks 2,764 2,728

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 2.09 €84.7M 78.7M 50
STOXX Europe 50 1.62 €81.2M 59.3M 50
FTSE 100 2.37 €62.3M 39.4M 101
MDAX 4.75 €55.7M 28.1M 59
CAC 40 2.27 €54.7M 21.1M 40
DAX 2.25 €37.5M 54.9M 30
AEX 1.63 €18.3M 16.6M 25
IBEX 35 2.77 €16.5M 25.9M 34
FTSE MIB 3.68 €16.2M 17.5M 40
OMXS30 2.48 €13.8M 10.3M 29
FTSE 250 8.68 €10.4M 49.6M 238
OMXH25 2.87 €10.1M 5.1M 24
CAC Next20 3.69 €9.4M 4.9M 20
OMXC20 4.39 €8.7M 3.3M 20
BEL20 2.83 €7.4M 3.5M 20
OBX 4.10 €3.5M 5.3M 25
SMI 1.91 €3.3M 7.8M 20
FTSERIOB 3.54 €2.4M 2.0M 14
ISEQ 20 9.56 €2.3M 9.5M 19
AMX 3.97 €2.3M 4.2M 24
PSI20 3.04 €1.2M 1.1M 17
ATX 6.16 €1.1M 2.6M 19
SMIM 5.37 €560.2k 2.5M 25