Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €186.1M €198.7M
Price Improvement 3.95 bps 3.70 bps
Total Euro-hours €-hr 442.9M €-hr 425.1M
Number of stocks 2,753 2,754

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
FTSE 100 3.07 €38.8M 48.3M 98
STOXX Europe 50 1.37 €37.9M 26.0M 44
EURO STOXX 50 1.52 €36.2M 24.4M 50
CAC 40 1.95 €24.5M 19.9M 40
FTSE MIB 3.35 €21.2M 14.8M 39
DAX 1.79 €12.8M 7.4M 30
IBEX 35 2.58 €12.3M 17.9M 34
AEX 2.23 €10.2M 9.4M 25
OMXS30 2.45 €8.7M 22.0M 29
FTSE 250 10.55 €8.4M 57.8M 229
OMXC20 2.34 €7.6M 6.2M 20
MDAX 4.02 €7.0M 27.1M 60
OMXH25 2.36 €3.3M 9.2M 23
CAC Next20 3.58 €3.1M 4.3M 20
OBX 3.40 €2.7M 6.1M 25
BEL20 2.85 €2.6M 26.1M 20
ISEQ 20 5.49 €1.8M 6.2M 16
ATX 7.52 €1.8M 3.7M 20
FTSERIOB 3.42 €834.4k 2.6M 15
AMX 5.57 €833.4k 4.5M 24
PSI20 4.42 €642.0k 3.3M 17
SMIM 3.56 €269.1k 84.7k 1