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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €110.1M | €91.8M |
|---|---|---|
| Price Improvement | 4.85 bps | 4.20 bps |
| Total Euro-hours | €-hr 144.7M | €-hr 159.6M |
| Number of stocks | 3,024 | 2,987 |
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 | 3.02 | €44.5M | 43.1M | 101 |
| STOXX Europe 50 | 1.95 | €23.0M | 16.6M | 50 |
| FTSE 250 | 8.92 | €15.6M | 29.7M | 249 |
| AEX | 2.69 | €7.2M | 2.3M | 25 |
| MDAX | 5.45 | €6.9M | 3.0M | 60 |
| CAC 40 | 2.31 | €6.5M | 2.7M | 40 |
| FTSE MIB | 4.71 | €5.5M | 1.0M | 40 |
| DAX | 2.22 | €4.5M | 4.3M | 30 |
| EURO STOXX 50 | 1.81 | €4.0M | 5.8M | 50 |
| BEL20 | 2.90 | €2.5M | 1.5M | 20 |
| IBEX 35 | 3.99 | €1.5M | 2.5M | 35 |
| CAC Next20 | 4.28 | €681.6k | 2.0M | 20 |
| OBX | 5.40 | €141.1k | 240.7k | 25 |
| ISEQ 20 | 5.98 | €136.3k | 226.8k | 13 |
| PSI20 | 2.66 | €60.6k | 41.7k | 15 |
| AMX | 6.20 | €42.3k | 273.8k | 24 |
| SMIM | 0 | €0 | 5.0k | 1 |
| ATX | 0 | €0 | 4.4M | 20 |