Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €327.3M €304.9M
Price Improvement 3.75 bps 3.86 bps
Total Euro-hours €-hr 425.6M €-hr 385.3M
Number of stocks 2,681 2,655

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 1.52 €92.0M 34.5M 50
FTSE 100 2.21 €78.0M 49.1M 100
EURO STOXX 50 1.76 €72.7M 27.5M 50
DAX 2.01 €50.6M 15.8M 30
CAC 40 1.81 €24.6M 29.5M 40
IBEX 35 2.34 €21.0M 25.5M 34
FTSE 250 6.56 €15.2M 41.1M 233
OMXS30 3.12 €14.3M 10.0M 29
MDAX 5.47 €13.4M 11.2M 59
AEX 1.82 €11.8M 14.2M 24
FTSE MIB 3.16 €11.7M 8.1M 40
SMI 1.94 €11.1M 5.3M 20
OMXC20 4.35 €9.1M 6.4M 20
CAC Next20 3.54 €6.1M 6.2M 20
OMXH25 3.54 €5.8M 6.3M 24
BEL20 2.98 €5.5M 4.3M 20
OBX 4.15 €5.3M 9.4M 25
ISEQ 20 6.48 €3.0M 14.2M 19
FTSERIOB 3.13 €2.0M 1.0M 15
ATX 5.28 €1.8M 13.6M 20
SMIM 6.30 €1.7M 7.5M 25
AMX 5.14 €1.6M 3.3M 24
PSI20 3.86 €1.3M 8.4M 17