Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €259.7M €265.7M
Price Improvement 3.28 bps 3.36 bps
Total Euro-hours €-hr 369.2M €-hr 388.0M
Number of stocks 2,759 2,717

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 1.29 €72.8M 49.0M 50
EURO STOXX 50 1.45 €69.0M 39.7M 50
FTSE 100 2.12 €57.2M 27.3M 101
CAC 40 1.72 €33.3M 25.8M 41
DAX 1.60 €30.0M 17.2M 30
IBEX 35 2.52 €15.5M 7.3M 34
AEX 1.79 €15.0M 5.4M 24
FTSE 250 7.51 €13.8M 29.9M 246
FTSE MIB 2.59 €10.1M 13.0M 40
MDAX 4.07 €9.2M 13.9M 60
OMXC20 2.75 €9.2M 9.9M 20
SMI 1.87 €7.3M 12.9M 19
OMXS30 2.19 €7.1M 11.5M 29
BEL20 2.30 €7.1M 4.6M 20
CAC Next20 2.80 €4.9M 4.4M 19
OMXH25 2.70 €4.6M 8.8M 23
OBX 3.29 €3.4M 10.5M 26
ISEQ 20 10.18 €2.9M 3.1M 19
SMIM 4.34 €2.6M 9.1M 23
FTSERIOB 3.44 €2.3M 2.6M 14
AMX 5.16 €1.5M 1.9M 25
PSI20 4.44 €880.9k 2.2M 17
ATX 4.52 €790.4k 5.9M 20