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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €211.0M | €196.8M |
|---|---|---|
| Price Improvement | 3.50 bps | 3.70 bps |
| Total Euro-hours | €-hr 452.2M | €-hr 449.9M |
| Number of stocks | 2,621 | 2,635 |
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 | 1.61 | €51.0M | 19.7M | 50 |
| STOXX Europe 50 | 1.30 | €47.5M | 20.2M | 44 |
| FTSE 100 | 2.13 | €45.7M | 53.1M | 100 |
| CAC 40 | 1.98 | €29.5M | 12.0M | 40 |
| IBEX 35 | 2.62 | €21.3M | 16.5M | 34 |
| DAX | 1.54 | €17.5M | 15.6M | 30 |
| OMXS30 | 2.86 | €12.4M | 5.8M | 28 |
| FTSE 250 | 7.24 | €11.8M | 41.6M | 245 |
| FTSE MIB | 2.53 | €10.1M | 28.9M | 40 |
| AEX | 2.16 | €9.1M | 11.7M | 25 |
| MDAX | 4.68 | €8.8M | 15.0M | 60 |
| BEL20 | 2.29 | €6.6M | 11.4M | 20 |
| OMXH25 | 2.87 | €5.5M | 6.5M | 23 |
| OBX | 3.09 | €3.8M | 3.3M | 25 |
| OMXC20 | 3.84 | €3.5M | 21.8M | 20 |
| FTSERIOB | 3.31 | €2.7M | 5.9M | 15 |
| CAC Next20 | 3.12 | €2.7M | 3.8M | 20 |
| ISEQ 20 | 5.90 | €1.6M | 4.2M | 18 |
| AMX | 5.22 | €1.4M | 7.8M | 25 |
| ATX | 5.53 | €451.8k | 2.5M | 20 |
| PSI20 | 7.39 | €405.5k | 2.1M | 18 |
| SMIM | 0 | €0 | 0 | 1 |