Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €752.6M €767.4M
Price Improvement 3.23 bps 3.42 bps
Total Euro-hours €-hr 636.5M €-hr 597.2M
Number of stocks 2,684 2,691

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
EURO STOXX 50 1.60 €196.2M 57.6M 50
STOXX Europe 50 1.45 €189.1M 55.9M 44
CAC 40 2.35 €149.7M 42.9M 40
FTSE 100 2.57 €146.5M 76.7M 99
DAX 2.19 €122.2M 36.9M 30
OMXS30 2.98 €57.6M 14.9M 29
AEX 1.71 €45.4M 41.9M 25
FTSE 250 6.76 €31.3M 93.5M 237
MDAX 4.55 €30.5M 23.9M 59
IBEX 35 2.70 €27.7M 24.4M 34
FTSE MIB 2.65 €18.5M 13.4M 40
OMXH25 2.39 €16.1M 12.5M 22
OMXC20 2.76 €15.1M 22.5M 20
CAC Next20 3.41 €14.6M 9.0M 20
BEL20 2.50 €12.0M 15.0M 19
OBX 3.81 €10.4M 12.9M 25
ISEQ 20 6.15 €5.6M 8.5M 17
PSI20 2.70 €3.3M 7.0M 18
AMX 5.66 €2.3M 5.5M 24
ATX 5.83 €2.3M 6.5M 20
FTSERIOB 4.15 €1.3M 3.4M 15
SMIM 4.89 €921.7k 896.0k 1