Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €165.4M €189.6M
Price Improvement 5.28 bps 4.29 bps
Total Euro-hours €-hr 332.2M €-hr 354.9M
Number of stocks 2,796 2,809

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 1.98 €64.6M 23.9M 44
EURO STOXX 50 2.07 €64.5M 24.7M 50
DAX 2.21 €46.9M 11.9M 30
FTSE 100 2.92 €22.5M 51.6M 100
CAC 40 1.84 €18.3M 30.4M 40
MDAX 4.78 €9.2M 22.2M 59
IBEX 35 3.38 €8.8M 14.1M 34
AEX 2.31 €8.6M 9.4M 24
FTSE MIB 3.15 €7.9M 9.5M 40
OMXS30 2.60 €5.3M 5.3M 29
FTSE 250 11.56 €5.1M 32.7M 245
OMXC20 2.93 €4.5M 10.4M 20
CAC Next20 3.86 €4.0M 6.9M 20
OMXH25 3.23 €2.4M 5.0M 24
BEL20 2.86 €1.7M 2.6M 20
OBX 4.08 €1.6M 3.1M 25
ISEQ 20 7.17 €1.2M 3.2M 14
AMX 7.75 €1.0M 3.7M 25
PSI20 4.74 €658.6k 2.5M 17
SMIM 0 €0 0 1