Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €755.4M €760.0M
Price Improvement 3.30 bps 3.01 bps
Total Euro-hours €-hr 509.0M €-hr 532.5M
Number of stocks 3,328 3,391

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 1.94 €202.5M 38.2M 50
STOXX Europe 50 1.25 €161.7M 29.4M 50
FTSE 100 2.01 €152.5M 52.1M 101
DAX 1.92 €90.8M 8.0M 30
IBEX 35 2.75 €88.2M 19.8M 35
CAC 40 1.85 €83.1M 23.5M 40
FTSE 250 5.96 €47.1M 53.3M 250
AEX 1.59 €32.6M 14.8M 25
FTSE MIB 2.26 €32.3M 21.5M 40
MDAX 4.24 €23.1M 23.9M 49
OMXS30 2.07 €21.5M 10.6M 30
CAC Next20 3.59 €17.1M 9.1M 20
OMXC20 2.78 €16.9M 10.1M 20
SMI 1.72 €16.4M 9.3M 20
BEL20 1.99 €15.8M 8.4M 20
ISEQ 20 10.39 €15.4M 11.9M 20
OMXH25 2.48 €13.9M 13.3M 25
OBX 3.46 €13.0M 5.3M 25
SMIM 4.71 €9.3M 8.1M 30
AMX 4.32 €8.8M 4.7M 25
FTSERIOB 5.55 €3.5M 3.7M 15
PSI20 4.88 €3.3M 3.5M 18
ATX 4.75 €2.9M 2.5M 20