Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €853.0M €742.0M
Price Improvement 3.13 bps 3.23 bps
Total Euro-hours €-hr 496.1M €-hr 529.1M
Number of stocks 2,757 2,725

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 1.85 €231.5M 60.2M 50
STOXX Europe 50 1.53 €223.0M 35.5M 50
FTSE 100 2.20 €145.6M 48.0M 101
CAC 40 2.05 €135.2M 26.2M 40
MDAX 4.11 €120.8M 37.9M 59
DAX 2.09 €119.2M 28.9M 30
AEX 1.64 €55.3M 19.5M 25
IBEX 35 2.56 €38.7M 28.9M 34
OMXS30 2.41 €37.2M 15.0M 29
FTSE MIB 2.84 €32.0M 17.8M 40
FTSE 250 6.75 €24.3M 58.6M 237
OMXH25 2.84 €23.4M 6.2M 24
CAC Next20 3.55 €18.9M 6.9M 20
BEL20 2.39 €18.8M 3.9M 20
OMXC20 3.16 €14.2M 3.9M 20
SMI 1.87 €8.0M 7.6M 20
OBX 3.25 €7.5M 6.9M 25
AMX 3.21 €5.1M 7.8M 24
ISEQ 20 10.13 €4.2M 12.7M 19
FTSERIOB 3.03 €3.8M 2.3M 14
ATX 5.59 €1.9M 2.6M 19
PSI20 3.71 €1.8M 964.6k 17
SMIM 6.32 €1.0M 2.5M 25