Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €590.3M €720.4M
Price Improvement 3.34 bps 3.28 bps
Total Euro-hours €-hr 439.6M €-hr 456.9M
Number of stocks 2,651 2,690

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 1.44 €161.5M 33.6M 49
EURO STOXX 50 1.65 €156.0M 38.3M 50
FTSE 100 2.48 €98.3M 43.1M 100
CAC 40 1.87 €86.7M 29.0M 40
DAX 1.82 €78.2M 12.4M 30
AEX 1.63 €34.0M 20.7M 25
IBEX 35 2.87 €32.8M 17.0M 34
OMXS30 2.39 €30.3M 20.9M 28
MDAX 5.09 €28.2M 18.7M 59
SMI 2.09 €25.8M 16.4M 19
FTSE MIB 3.16 €23.1M 17.5M 40
FTSE 250 7.13 €20.6M 42.0M 233
OMXH25 3.77 €19.3M 13.7M 24
OBX 3.95 €15.4M 7.2M 25
BEL20 2.48 €14.5M 6.2M 20
CAC Next20 3.40 €14.2M 7.8M 19
OMXC20 2.38 €10.6M 5.9M 20
ISEQ 20 9.48 €5.7M 7.5M 19
FTSERIOB 3.12 €2.8M 1.1M 14
AMX 6.28 €2.8M 4.1M 24
ATX 6.46 €2.0M 4.9M 20
PSI20 5.67 €1.7M 2.5M 17
SMIM 4.83 €507.4k 4.4M 24