Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €437.8M €395.6M
Price Improvement 2.99 bps 2.87 bps
Total Euro-hours €-hr 508.2M €-hr 461.0M
Number of stocks 3,055 3,009

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 1.59 €176.8M 55.6M 50
STOXX Europe 50 1.33 €139.3M 57.9M 50
DAX 1.72 €76.8M 36.4M 30
AEX 1.49 €59.4M 16.1M 23
IBEX 35 2.60 €56.6M 42.2M 35
CAC 40 1.76 €54.5M 16.2M 40
FTSE 100 2.24 €23.4M 38.7M 81
SMI 1.63 €22.9M 23.1M 20
FTSE MIB 2.43 €22.6M 22.8M 30
OMXS30 2.68 €14.8M 8.7M 21
MDAX 5.24 €12.7M 37.7M 39
BEL20 1.33 €12.3M 13.9M 18
CAC Next20 2.83 €11.6M 4.1M 16
OMXH25 2.46 €10.4M 4.2M 17
ISEQ 20 6.85 €8.1M 18.8M 16
SMIM 4.23 €7.6M 14.8M 30
FTSE 250 9.41 €7.3M 41.0M 160
AMX 4.52 €5.7M 3.0M 16
FTSERIOB 4.45 €3.9M 3.2M 15
ATX 18.32 €1.9M 4.5M 17
OBX 4.36 €1.7M 2.0M 22
PSI20 8.60 €703.2k 7.8M 14
OMXC20 2.74 €264.5k 6.8M 12