Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €339.5M €292.9M
Price Improvement 3.63 bps 3.71 bps
Total Euro-hours €-hr 451.6M €-hr 377.3M
Number of stocks 2,678 2,656

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 1.62 €101.6M 25.0M 50
EURO STOXX 50 1.86 €92.7M 30.2M 50
FTSE 100 2.61 €67.9M 50.6M 101
CAC 40 2.03 €52.6M 25.0M 40
DAX 2.27 €35.2M 13.5M 30
AEX 1.71 €21.6M 18.6M 25
FTSE MIB 3.25 €17.3M 15.3M 40
IBEX 35 2.56 €15.8M 12.9M 34
FTSE 250 7.17 €15.3M 67.2M 237
MDAX 5.80 €14.2M 22.4M 60
OMXS30 2.69 €12.3M 11.9M 30
SMI 2.30 €10.2M 6.8M 20
OMXH25 3.71 €10.0M 4.7M 24
CAC Next20 2.93 €9.5M 13.6M 20
BEL20 2.27 €7.4M 3.5M 20
OMXC20 3.68 €7.3M 5.0M 20
OBX 4.04 €5.6M 7.8M 25
ISEQ 20 9.00 €3.5M 6.9M 19
AMX 4.60 €3.3M 7.4M 25
FTSERIOB 4.46 €2.5M 2.0M 14
ATX 5.21 €2.0M 3.3M 19
SMIM 5.24 €1.3M 5.6M 23
PSI20 5.08 €813.7k 2.1M 17