Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €211.0M €196.8M
Price Improvement 3.50 bps 3.70 bps
Total Euro-hours €-hr 452.2M €-hr 449.9M
Number of stocks 2,621 2,635

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 1.61 €51.0M 19.7M 50
STOXX Europe 50 1.30 €47.5M 20.2M 44
FTSE 100 2.13 €45.7M 53.1M 100
CAC 40 1.98 €29.5M 12.0M 40
IBEX 35 2.62 €21.3M 16.5M 34
DAX 1.54 €17.5M 15.6M 30
OMXS30 2.86 €12.4M 5.8M 28
FTSE 250 7.24 €11.8M 41.6M 245
FTSE MIB 2.53 €10.1M 28.9M 40
AEX 2.16 €9.1M 11.7M 25
MDAX 4.68 €8.8M 15.0M 60
BEL20 2.29 €6.6M 11.4M 20
OMXH25 2.87 €5.5M 6.5M 23
OBX 3.09 €3.8M 3.3M 25
OMXC20 3.84 €3.5M 21.8M 20
FTSERIOB 3.31 €2.7M 5.9M 15
CAC Next20 3.12 €2.7M 3.8M 20
ISEQ 20 5.90 €1.6M 4.2M 18
AMX 5.22 €1.4M 7.8M 25
ATX 5.53 €451.8k 2.5M 20
PSI20 7.39 €405.5k 2.1M 18
SMIM 0 €0 0 1