Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €204.0M €169.4M
Price Improvement 3.17 bps 3.44 bps
Total Euro-hours €-hr 373.7M €-hr 326.2M
Number of stocks 2,934 2,887

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 1.68 €84.9M 34.9M 49
STOXX Europe 50 1.48 €61.8M 27.1M 50
CAC 40 1.87 €41.7M 24.0M 40
DAX 1.78 €35.3M 26.3M 30
AEX 1.68 €19.4M 13.1M 21
IBEX 35 2.31 €19.2M 18.6M 32
OMXS30 3.92 €10.2M 6.4M 27
FTSE 100 2.17 €9.8M 51.4M 85
FTSE MIB 2.35 €8.9M 6.2M 35
SMIM 4.10 €8.1M 7.0M 27
SMI 1.70 €6.8M 6.1M 19
CAC Next20 3.32 €6.0M 6.5M 19
BEL20 1.66 €4.5M 5.2M 19
MDAX 4.57 €3.9M 6.4M 44
FTSERIOB 3.87 €3.1M 2.3M 15
ISEQ 20 6.58 €2.9M 5.1M 16
FTSE 250 9.71 €1.8M 19.0M 187
OMXH25 3.54 €1.6M 8.5M 19
ATX 7.39 €879.3k 4.3M 18
AMX 4.43 €807.0k 2.2M 15
OMXC20 7.38 €729.3k 8.1M 15
PSI20 10.15 €289.4k 1.6M 16
OBX 5.39 €238.9k 2.2M 22