Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €261.0M €239.2M
Price Improvement 3.27 bps 3.32 bps
Total Euro-hours €-hr 426.4M €-hr 409.6M
Number of stocks 2,802 2,811

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 1.40 €71.8M 26.7M 44
EURO STOXX 50 1.46 €63.7M 32.0M 50
FTSE 100 2.15 €51.7M 57.4M 100
CAC 40 1.82 €38.8M 22.9M 40
DAX 1.78 €33.4M 21.5M 30
AEX 1.58 €19.6M 10.8M 25
IBEX 35 2.30 €17.9M 16.6M 34
FTSE MIB 2.61 €16.4M 13.0M 40
OMXS30 2.34 €11.4M 12.1M 29
OMXC20 3.44 €10.5M 12.4M 20
FTSE 250 9.68 €9.1M 45.1M 232
MDAX 3.60 €6.0M 24.7M 58
FTSERIOB 3.67 €5.6M 4.0M 15
OMXH25 2.97 €5.3M 11.9M 23
CAC Next20 3.43 €4.8M 8.4M 20
BEL20 2.41 €3.1M 9.6M 20
AMX 4.48 €2.7M 4.5M 23
OBX 4.00 €2.5M 4.2M 25
PSI20 3.57 €1.6M 3.1M 18
ISEQ 20 9.45 €1.4M 5.1M 19
ATX 7.91 €483.5k 4.9M 20
SMIM 2.60 €4.6k 23.2k 1