Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €756.4M €879.0M
Price Improvement 3.30 bps 3.10 bps
Total Euro-hours €-hr 440.4M €-hr 428.0M
Number of stocks 2,737 2,757

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
STOXX Europe 50 1.49 €187.3M 64.9M 50
EURO STOXX 50 1.65 €184.9M 42.2M 50
FTSE 100 2.39 €152.0M 63.6M 101
DAX 1.77 €133.3M 42.5M 30
CAC 40 1.93 €70.8M 23.8M 39
FTSE MIB 2.77 €41.3M 15.3M 40
FTSE 250 6.30 €39.1M 39.8M 236
OMXS30 2.69 €38.3M 10.8M 29
AEX 1.73 €35.7M 9.4M 24
MDAX 4.50 €34.1M 22.1M 60
IBEX 35 3.07 €30.9M 10.5M 35
SMI 2.26 €26.7M 14.2M 20
OMXC20 4.30 €19.4M 12.5M 20
OMXH25 3.27 €17.5M 6.4M 24
OBX 3.20 €14.2M 5.0M 24
CAC Next20 3.31 €12.6M 7.9M 19
BEL20 2.90 €8.3M 3.5M 20
AMX 6.48 €5.2M 9.9M 25
FTSERIOB 3.81 €4.9M 3.4M 15
ISEQ 20 7.83 €3.8M 4.6M 18
SMIM 6.51 €3.4M 7.3M 24
PSI20 6.65 €3.1M 2.1M 16
ATX 5.70 €2.2M 2.6M 20