Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €135.2M €172.2M
Price Improvement 4.03 bps 4.08 bps
Total Euro-hours €-hr 318.1M €-hr 318.6M
Number of stocks 2,697 2,721

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 1.88 €45.9M 55.0M 44
EURO STOXX 50 1.97 €39.6M 40.9M 50
FTSE 100 3.31 €28.8M 47.2M 98
CAC 40 2.11 €18.6M 25.7M 40
DAX 2.16 €17.2M 15.7M 30
AEX 2.16 €9.9M 6.3M 25
MDAX 4.16 €8.9M 17.0M 59
IBEX 35 3.34 €8.5M 17.8M 34
FTSE MIB 3.35 €7.7M 9.7M 40
FTSE 250 11.33 €5.6M 28.7M 230
BEL20 3.00 €4.5M 4.0M 20
OMXC20 2.25 €4.2M 9.8M 20
CAC Next20 4.57 €3.4M 4.3M 20
OMXS30 2.74 €2.5M 6.8M 28
OBX 4.76 €1.7M 3.3M 25
OMXH25 6.18 €1.6M 3.3M 24
AMX 5.65 €1.2M 3.6M 24
ISEQ 20 5.21 €933.8k 2.8M 15
PSI20 2.67 €612.2k 5.0M 15
ATX 10.63 €271.4k 1.4M 19
SMIM 0 €0 0 1