Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €692.6M €687.6M
Price Improvement 3.17 bps 3.23 bps
Total Euro-hours €-hr 420.7M €-hr 435.9M
Number of stocks 3,458 3,501

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 1.81 €169.4M 29.5M 50
STOXX Europe 50 1.71 €167.5M 26.1M 50
FTSE 100 2.37 €113.0M 37.8M 101
CAC 40 1.65 €88.0M 13.4M 40
AEX 1.67 €60.7M 7.1M 25
IBEX 35 2.28 €60.7M 23.7M 35
DAX 1.64 €58.3M 11.0M 30
FTSE MIB 3.95 €57.2M 18.1M 40
FTSE 250 5.25 €37.7M 41.5M 250
CAC Next20 2.02 €33.5M 17.9M 20
OMXS30 3.33 €32.0M 6.5M 31
SMI 3.10 €24.1M 8.6M 20
MDAX 2.76 €20.6M 31.1M 49
OBX 4.24 €17.3M 3.5M 25
OMXH25 3.36 €12.2M 8.3M 25
BEL20 1.50 €10.8M 4.8M 20
SMIM 5.10 €9.9M 10.6M 30
ISEQ 20 3.22 €9.8M 5.6M 18
OMXC20 3.36 €9.5M 6.2M 20
ATX 6.13 €4.1M 9.0M 20
AMX 3.76 €3.3M 6.7M 25
FTSERIOB 4.66 €3.3M 2.9M 15
PSI20 3.80 €3.0M 3.2M 18