Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €403.5M €462.4M
Price Improvement 3.14 bps 2.82 bps
Total Euro-hours €-hr 359.8M €-hr 368.6M
Number of stocks 2,704 2,988

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 1.49 €190.6M 31.4M 50
STOXX Europe 50 1.35 €136.8M 35.3M 49
DAX 1.48 €86.8M 17.6M 30
CAC 40 1.82 €71.1M 39.6M 40
IBEX 35 1.99 €67.2M 20.6M 34
AEX 1.60 €30.0M 15.4M 23
FTSE MIB 2.57 €17.1M 13.0M 33
FTSE 100 1.88 €16.3M 26.3M 93
SMI 1.64 €13.9M 9.8M 19
CAC Next20 2.76 €13.8M 3.4M 16
BEL20 1.96 €12.1M 7.2M 19
MDAX 3.94 €7.2M 13.7M 43
OMXH25 2.73 €4.9M 5.1M 21
SMIM 4.29 €4.8M 6.4M 29
FTSERIOB 5.45 €4.3M 3.5M 15
OMXS30 1.93 €3.6M 7.2M 28
AMX 3.67 €2.2M 1.4M 16
ATX 7.00 €2.1M 4.2M 15
OMXC20 6.49 €1.8M 4.0M 15
FTSE 250 14.30 €1.5M 18.2M 172
ISEQ 20 8.67 €1.5M 6.0M 19
PSI20 5.56 €1.2M 3.0M 16
OBX 4.94 €765.5k 8.7M 16