Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €700.2M €621.2M
Price Improvement 3.15 bps 3.17 bps
Total Euro-hours €-hr 354.5M €-hr 345.2M
Number of stocks 3,421 3,402

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 1.53 €180.2M 27.7M 50
FTSE 100 2.75 €163.4M 33.7M 101
EURO STOXX 50 1.65 €141.0M 27.1M 50
DAX 1.58 €74.7M 17.2M 30
CAC 40 1.39 €70.5M 19.7M 40
IBEX 35 2.19 €46.7M 15.0M 35
FTSE MIB 4.13 €38.7M 9.0M 40
FTSE 250 5.27 €38.5M 52.1M 250
OMXS30 3.61 €35.7M 6.5M 31
AEX 1.48 €33.3M 4.2M 25
SMI 3.17 €24.0M 3.3M 20
OMXC20 3.31 €20.8M 4.4M 20
MDAX 2.29 €17.4M 13.3M 49
OMXH25 3.11 €12.6M 9.6M 25
BEL20 1.92 €11.3M 3.3M 20
SMIM 4.24 €10.1M 5.6M 30
OBX 4.74 €9.7M 2.3M 25
CAC Next20 1.92 €9.6M 9.5M 20
PSI20 3.44 €5.9M 1.7M 18
FTSERIOB 3.96 €5.5M 2.3M 15
AMX 3.44 €5.4M 4.5M 25
ISEQ 20 5.18 €5.0M 5.3M 19
ATX 4.51 €3.7M 5.0M 20