Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €82.1M €174.5M
Price Improvement 3.30 bps 3.41 bps
Total Euro-hours €-hr 287.3M €-hr 394.4M
Number of stocks 1,856 2,646

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 1.43 €26.1M 27.7M 35
EURO STOXX 50 1.67 €23.2M 20.3M 33
FTSE 100 1.51 €20.2M 45.9M 79
CAC 40 1.89 €18.7M 14.5M 37
IBEX 35 2.32 €13.1M 19.6M 32
AEX 1.66 €8.2M 12.0M 20
FTSE MIB 2.44 €5.2M 12.2M 35
CAC Next20 2.83 €2.4M 11.9M 20
FTSERIOB 2.90 €2.3M 4.0M 15
BEL20 1.70 €2.1M 5.4M 17
ISEQ 20 6.61 €1.7M 16.1M 18
FTSE 250 10.70 €1.2M 37.9M 173
OMXS30 1.85 €768.1k 2.7M 22
OMXH25 3.20 €674.9k 3.7M 15
AMX 4.49 €286.3k 1.2M 16
PSI20 6.44 €125.3k 3.7M 16