Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €293.7M €275.7M
Price Improvement 3.30 bps 3.45 bps
Total Euro-hours €-hr 375.1M €-hr 355.1M
Number of stocks 2,659 2,671

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 1.53 €72.5M 37.0M 50
STOXX Europe 50 1.38 €70.3M 31.5M 44
FTSE 100 2.33 €68.7M 47.8M 101
CAC 40 2.00 €38.7M 25.6M 40
DAX 2.02 €28.5M 12.9M 30
IBEX 35 2.09 €24.1M 24.5M 34
FTSE MIB 3.07 €23.9M 17.6M 40
AEX 1.83 €16.5M 10.7M 25
MDAX 3.91 €16.5M 21.3M 58
FTSE 250 6.96 €12.3M 38.6M 234
OMXS30 2.20 €9.4M 6.4M 29
OMXC20 3.68 €8.4M 7.4M 20
CAC Next20 2.63 €8.2M 4.4M 20
OMXH25 3.02 €6.9M 14.2M 24
BEL20 1.84 €5.1M 3.1M 20
OBX 3.01 €4.0M 4.4M 25
AMX 4.28 €2.2M 4.6M 25
ISEQ 20 5.36 €2.0M 5.6M 19
PSI20 4.26 €1.4M 4.3M 18
ATX 7.76 €1.3M 2.2M 20
FTSERIOB 4.26 €423.1k 1.8M 15
SMIM 2.25 €28.3k 38.9k 1