Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €787.1M €767.4M
Price Improvement 2.76 bps 2.76 bps
Total Euro-hours €-hr 463.5M €-hr 445.2M
Number of stocks 2,779 2,731

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 1.65 €252.0M 34.7M 50
STOXX Europe 50 1.50 €248.8M 37.5M 50
DAX 2.12 €179.7M 20.6M 30
FTSE 100 2.02 €115.3M 43.4M 101
CAC 40 1.91 €104.9M 26.7M 40
AEX 1.63 €68.5M 9.4M 24
OMXS30 2.46 €51.8M 17.5M 30
IBEX 35 2.49 €41.7M 38.3M 34
FTSE MIB 2.42 €32.9M 13.7M 40
FTSE 250 6.11 €27.9M 44.9M 246
BEL20 1.94 €24.2M 9.1M 20
MDAX 3.61 €21.1M 29.7M 60
SMI 1.99 €18.2M 14.2M 19
CAC Next20 2.86 €16.1M 12.0M 19
OMXC20 3.09 €13.4M 6.6M 20
OMXH25 2.52 €11.2M 3.1M 23
OBX 3.00 €9.5M 2.7M 26
ISEQ 20 5.22 €5.7M 6.1M 20
AMX 4.46 €4.9M 7.2M 25
SMIM 2.59 €4.3M 6.6M 28
PSI20 3.84 €2.9M 3.8M 18
FTSERIOB 2.66 €2.5M 2.8M 15
ATX 4.95 €2.4M 2.9M 20