Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €913.3M €774.1M
Price Improvement 3.23 bps 3.20 bps
Total Euro-hours €-hr 572.4M €-hr 440.1M
Number of stocks 2,729 2,676

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 1.71 €270.1M 59.5M 50
STOXX Europe 50 1.43 €249.3M 64.1M 49
FTSE 100 2.33 €163.2M 75.6M 100
DAX 1.86 €138.6M 33.9M 30
CAC 40 1.80 €138.1M 75.6M 40
AEX 1.69 €55.4M 18.7M 25
OMXS30 2.29 €49.9M 15.5M 30
IBEX 35 2.98 €45.2M 19.0M 34
MDAX 4.73 €38.3M 42.5M 60
FTSE MIB 2.55 €36.5M 22.2M 41
OMXH25 3.36 €35.1M 16.4M 24
SMI 2.19 €33.4M 14.7M 20
FTSE 250 7.32 €30.5M 35.6M 229
CAC Next20 3.23 €20.9M 7.7M 20
OMXC20 3.47 €16.2M 7.5M 20
BEL20 2.33 €15.9M 5.0M 20
OBX 3.53 €15.5M 6.1M 25
ISEQ 20 13.78 €12.7M 20.6M 19
ATX 5.88 €5.7M 5.6M 20
AMX 4.60 €5.0M 8.9M 24
FTSERIOB 3.24 €5.0M 3.4M 15
PSI20 7.55 €3.2M 4.4M 18
SMIM 5.44 €2.0M 6.7M 27