Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €271.8M €351.4M
Price Improvement 2.84 bps 2.63 bps
Total Euro-hours €-hr 348.8M €-hr 346.8M
Number of stocks 2,620 2,609

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 1.41 €126.0M 28.7M 50
STOXX Europe 50 1.30 €101.4M 21.7M 50
DAX 1.50 €85.3M 13.2M 30
CAC 40 1.74 €39.6M 10.3M 39
IBEX 35 2.29 €31.7M 13.8M 31
AEX 1.84 €15.8M 4.5M 24
FTSE MIB 3.07 €13.6M 16.5M 35
BEL20 1.40 €10.5M 8.3M 18
FTSE 100 1.77 €8.4M 11.0M 83
MDAX 4.32 €8.0M 13.2M 50
CAC Next20 2.89 €7.2M 4.7M 18
SMI 2.07 €5.5M 4.5M 19
AMX 4.33 €4.0M 3.0M 18
OMXS30 1.85 €3.8M 3.6M 26
SMIM 7.68 €2.6M 11.9M 26
OMXH25 1.87 €2.0M 6.2M 20
FTSE 250 6.33 €2.0M 18.1M 180
ISEQ 20 5.92 €1.4M 11.0M 16
ATX 6.45 €1.4M 8.7M 19
FTSERIOB 5.23 €1.4M 804.9k 15
OBX 5.40 €616.2k 214.5k 17
PSI20 6.73 €218.8k 2.8M 15
OMXC20 5.39 €19.3k 5.5M 16