Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €110.1M €91.8M
Price Improvement 4.85 bps 4.20 bps
Total Euro-hours €-hr 144.7M €-hr 159.6M
Number of stocks 3,024 2,987

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
FTSE 100 3.02 €44.5M 43.1M 101
STOXX Europe 50 1.95 €23.0M 16.6M 50
FTSE 250 8.92 €15.6M 29.7M 249
AEX 2.69 €7.2M 2.3M 25
MDAX 5.45 €6.9M 3.0M 60
CAC 40 2.31 €6.5M 2.7M 40
FTSE MIB 4.71 €5.5M 1.0M 40
DAX 2.22 €4.5M 4.3M 30
EURO STOXX 50 1.81 €4.0M 5.8M 50
BEL20 2.90 €2.5M 1.5M 20
IBEX 35 3.99 €1.5M 2.5M 35
CAC Next20 4.28 €681.6k 2.0M 20
OBX 5.40 €141.1k 240.7k 25
ISEQ 20 5.98 €136.3k 226.8k 13
PSI20 2.66 €60.6k 41.7k 15
AMX 6.20 €42.3k 273.8k 24
SMIM 0 €0 5.0k 1
ATX 0 €0 4.4M 20