Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €229.3M €231.9M
Price Improvement 4.66 bps 4.68 bps
Total Euro-hours €-hr 342.9M €-hr 331.1M
Number of stocks 2,902 2,679

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 1.94 €55.5M 24.9M 44
FTSE 100 3.22 €51.5M 33.8M 100
EURO STOXX 50 2.29 €45.3M 31.6M 50
CAC 40 2.66 €24.2M 18.5M 40
AEX 2.24 €21.6M 30.0M 25
DAX 2.33 €20.3M 22.4M 30
MDAX 5.40 €15.5M 12.5M 59
FTSE MIB 3.50 €13.6M 11.2M 40
IBEX 35 3.92 €13.3M 13.7M 34
FTSE 250 11.49 €9.2M 29.9M 233
OMXS30 3.00 €6.4M 10.6M 29
OMXC20 2.98 €6.4M 9.9M 20
BEL20 3.97 €5.3M 5.8M 20
CAC Next20 5.78 €5.0M 13.8M 20
OMXH25 4.73 €4.6M 3.1M 24
ISEQ 20 7.20 €4.1M 4.3M 19
OBX 3.57 €3.0M 4.6M 25
PSI20 4.84 €1.6M 2.2M 16
AMX 8.80 €788.1k 1.8M 24
ATX 10.03 €462.5k 2.2M 20
SMIM 5.75 €130.3k 237.5k 1