Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €403.3M €464.0M
Price Improvement 3.24 bps 2.98 bps
Total Euro-hours €-hr 391.4M €-hr 452.1M
Number of stocks 2,606 2,598

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 1.84 €118.9M 43.6M 50
STOXX Europe 50 1.59 €110.2M 45.4M 44
FTSE 100 2.32 €79.4M 58.9M 101
CAC 40 1.94 €63.1M 21.6M 40
DAX 2.06 €56.0M 15.9M 30
IBEX 35 2.51 €31.9M 18.3M 34
AEX 2.11 €29.6M 21.2M 25
FTSE 250 5.40 €24.2M 41.7M 233
OMXS30 2.38 €19.4M 13.9M 28
MDAX 4.47 €17.1M 26.6M 60
FTSE MIB 2.70 €15.4M 7.6M 40
OMXC20 3.08 €14.9M 5.7M 20
OMXH25 3.16 €7.8M 4.6M 24
OBX 3.86 €6.5M 4.5M 25
BEL20 2.48 €6.0M 17.0M 20
CAC Next20 3.18 €5.5M 7.1M 20
FTSERIOB 3.30 €4.0M 2.3M 15
ISEQ 20 9.49 €2.7M 4.0M 17
AMX 4.91 €1.8M 6.0M 25
ATX 7.19 €1.7M 3.1M 20
PSI20 6.03 €687.6k 3.7M 18
SMIM 5.03 €47.1k 6.9k 1