Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €301.7M | €378.9M |
Price Improvement | 3.87 bps | 3.70 bps |
Total Euro-hours | €-hr 282.3M | €-hr 290.2M |
Number of stocks | 3,399 | 3,344 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Bats CH 20 | 1.83 | €66.7M | 54.8M | 20 |
Bats CHM 30 | 4.88 | €12.7M | 12.6M | 30 |