Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €244.6M €245.5M
Price Improvement 7.69 bps 8.87 bps
Total Euro-hours €-hr 374.9M €-hr 359.3M
Number of stocks 2,955 2,984

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 3.74 €74.0M 36.2M 44
FTSE 100 7.77 €68.5M 57.2M 101
EURO STOXX 50 4.13 €65.2M 37.8M 50
CAC 40 4.90 €51.5M 40.5M 41
DAX 3.61 €21.0M 17.6M 30
AEX 3.80 €19.7M 19.9M 25
MDAX 7.91 €9.5M 16.1M 59
OMXS30 4.62 €9.4M 8.0M 29
BEL20 4.67 €8.7M 19.9M 20
IBEX 35 7.80 €7.4M 11.4M 34
FTSE 250 19.59 €6.8M 31.2M 221
FTSE MIB 4.75 €6.6M 21.9M 40
OMXC20 3.84 €6.1M 13.5M 20
OMXH25 5.71 €4.6M 4.5M 24
CAC Next20 13.31 €4.3M 9.7M 20
FTSERIOB 8.95 €2.9M 9.7M 43
OBX 5.70 €2.6M 3.3M 25
ISEQ 20 7.48 €2.2M 4.7M 16
AMX 9.94 €2.0M 2.6M 22
PSI20 9.24 €595.5k 2.0M 17
ATX 15.88 €546.1k 1.5M 20
SMIM 7.18 €139.2k 91.9k 1