Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €315.1M €274.3M
Price Improvement 3.82 bps 3.47 bps
Total Euro-hours €-hr 369.8M €-hr 377.9M
Number of stocks 3,247 3,140

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 1.47 €70.5M 21.5M 50
EURO STOXX 50 1.63 €63.5M 17.6M 50
FTSE 100 2.26 €54.0M 49.0M 101
DAX 1.73 €36.2M 7.8M 30
CAC 40 1.94 €31.5M 15.5M 40
MDAX 4.43 €23.3M 7.3M 49
FTSE MIB 3.80 €17.3M 6.6M 38
SMI 1.91 €17.1M 21.7M 20
FTSE 250 7.25 €13.8M 27.5M 237
AEX 1.90 €13.3M 7.8M 25
OMXS30 2.22 €12.7M 9.8M 30
OMXC20 3.65 €12.3M 9.3M 19
IBEX 35 2.65 €12.3M 15.5M 34
OMXH25 3.06 €6.6M 7.7M 25
BEL20 1.73 €6.4M 3.4M 19
OBX 3.62 €6.1M 4.0M 24
CAC Next20 2.87 €4.1M 4.4M 20
AMX 7.65 €3.3M 13.2M 24
ISEQ 20 6.74 €3.2M 5.0M 19
SMIM 4.81 €2.1M 8.9M 27
FTSERIOB 4.81 €1.8M 1.8M 14
ATX 8.54 €1.3M 9.8M 20
PSI20 4.51 €881.0k 1.9M 18