Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €233.6M €334.2M
Price Improvement 3.79 bps 3.72 bps
Total Euro-hours €-hr 266.8M €-hr 297.8M
Number of stocks 3,310 3,364

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
FTSE 100 2.97 €49.3M 23.5M 101
STOXX Europe 50 1.80 €48.5M 14.3M 50
EURO STOXX 50 1.82 €37.2M 15.9M 50
CAC 40 1.58 €21.9M 11.6M 40
DAX 1.79 €20.7M 12.2M 30
FTSE MIB 4.68 €15.2M 4.3M 40
OMXC20 4.46 €14.1M 6.5M 20
FTSE 250 5.72 €13.1M 40.4M 250
OMXS30 3.55 €11.3M 4.9M 31
SMI 3.16 €11.1M 3.6M 20
IBEX 35 3.17 €10.9M 16.0M 35
MDAX 2.56 €9.4M 7.6M 49
AEX 1.49 €8.1M 2.2M 25
CAC Next20 1.86 €5.7M 4.2M 20
BEL20 1.99 €5.5M 1.4M 20
SMIM 4.69 €4.6M 4.1M 30
OBX 4.98 €3.8M 2.0M 25
OMXH25 3.95 €2.5M 2.1M 25
AMX 3.24 €2.4M 2.0M 25
ISEQ 20 6.75 €2.2M 4.5M 19
FTSERIOB 6.07 €2.1M 4.1M 15
ATX 5.83 €1.4M 4.9M 20
PSI20 5.19 €293.2k 1.6M 18