Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €545.0M €506.1M
Price Improvement 3.09 bps 3.24 bps
Total Euro-hours €-hr 532.3M €-hr 528.3M
Number of stocks 2,754 2,753

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 1.38 €145.4M 33.0M 44
FTSE 100 2.38 €131.4M 77.3M 99
EURO STOXX 50 1.47 €127.6M 27.2M 50
CAC 40 1.68 €83.3M 18.5M 40
DAX 1.60 €50.2M 22.5M 30
AEX 1.71 €38.6M 23.6M 25
OMXS30 2.19 €35.7M 23.0M 28
IBEX 35 2.34 €25.5M 22.7M 34
FTSE MIB 2.36 €22.0M 18.1M 39
FTSE 250 8.28 €21.1M 67.7M 228
MDAX 4.28 €19.7M 33.0M 60
OMXC20 1.89 €14.5M 4.3M 20
OBX 3.12 €12.8M 7.5M 25
OMXH25 3.11 €10.6M 12.6M 23
CAC Next20 3.25 €9.9M 11.4M 20
BEL20 2.81 €8.3M 5.6M 20
FTSERIOB 3.46 €3.8M 4.3M 15
AMX 4.68 €3.6M 5.0M 24
ATX 11.81 €3.4M 14.3M 20
PSI20 2.66 €3.0M 5.9M 18
ISEQ 20 5.25 €2.5M 1.9M 16
SMIM 2.08 €5.0k 912.8k 1