Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €364.5M €376.0M
Price Improvement 2.67 bps 2.63 bps
Total Euro-hours €-hr 412.5M €-hr 335.6M
Number of stocks 2,649 2,616

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 1.44 €179.5M 43.3M 48
STOXX Europe 50 1.36 €155.1M 46.6M 48
DAX 1.48 €102.1M 19.2M 30
CAC 40 1.73 €73.1M 25.3M 37
IBEX 35 2.30 €33.2M 32.4M 34
FTSE MIB 2.77 €25.1M 22.2M 34
AEX 1.58 €22.8M 12.0M 24
SMI 1.94 €13.3M 29.4M 19
FTSE 100 1.79 €11.0M 32.5M 89
CAC Next20 2.76 €10.8M 7.4M 18
OMXS30 1.64 €8.2M 4.5M 27
BEL20 1.79 €7.9M 3.6M 17
MDAX 4.53 €7.3M 15.7M 45
AMX 6.67 €5.4M 3.6M 18
FTSE 250 7.84 €5.4M 27.5M 189
ISEQ 20 7.98 €4.2M 10.7M 18
FTSERIOB 5.46 €2.9M 1.6M 15
ATX 6.41 €2.6M 27.7M 19
OMXH25 2.36 €2.2M 4.6M 15
SMIM 3.52 €1.6M 4.7M 24
OMXC20 4.50 €558.2k 4.3M 17
PSI20 7.32 €216.1k 4.1M 16
OBX 6.41 €169.8k 6.2M 21