Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €301.2M €261.8M
Price Improvement 3.60 bps 3.64 bps
Total Euro-hours €-hr 404.9M €-hr 391.7M
Number of stocks 2,713 2,717

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 1.83 €91.3M 34.2M 50
STOXX Europe 50 1.49 €89.2M 23.5M 50
FTSE 100 1.99 €48.3M 40.3M 100
CAC 40 2.19 €42.3M 19.7M 40
DAX 2.60 €38.0M 20.7M 30
AEX 1.74 €24.9M 8.2M 25
IBEX 35 2.64 €17.0M 13.5M 35
OMXS30 4.02 €16.8M 3.5M 30
FTSE MIB 2.66 €13.5M 7.2M 40
MDAX 4.30 €13.5M 14.2M 60
FTSE 250 9.32 €10.9M 36.8M 243
SMI 2.82 €8.5M 15.7M 20
BEL20 3.01 €7.6M 17.3M 20
OMXC20 3.38 €7.0M 3.7M 20
OMXH25 2.57 €6.1M 4.3M 23
CAC Next20 2.81 €5.8M 9.9M 20
OBX 3.63 €3.9M 6.0M 25
ATX 6.94 €2.6M 2.3M 20
AMX 6.81 €2.6M 6.2M 25
FTSERIOB 3.82 €2.1M 2.8M 14
ISEQ 20 9.16 €1.0M 11.1M 20
PSI20 4.98 €756.6k 3.7M 17
SMIM 5.49 €502.2k 2.8M 23