Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €120.3M | €86.3M |
Price Improvement | 4.99 bps | 4.46 bps |
Total Euro-hours | €-hr 166.4M | €-hr 125.6M |
Number of stocks | 3,345 | 2,653 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Cboe CH 20 | 2.99 | €24.0M | 17.6M | 20 |
Cboe CHM 30 | 7.21 | €4.7M | 6.8M | 30 |