Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €358.9M €309.5M
Price Improvement 3.91 bps 3.84 bps
Total Euro-hours €-hr 266.6M €-hr 235.8M
Number of stocks 2,985 3,002

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
FTSE 100 2.76 €222.7M 82.3M 101
STOXX Europe 50 1.77 €100.1M 40.0M 50
FTSE 250 6.93 €46.1M 60.2M 249
EURO STOXX 50 1.57 €9.5M 9.9M 50
AEX 1.88 €7.8M 3.8M 25
DAX 1.66 €6.7M 7.2M 30
CAC 40 1.54 €3.3M 6.5M 40
FTSE MIB 2.65 €1.8M 851.4k 40
IBEX 35 2.78 €773.1k 2.9M 35
BEL20 1.97 €565.2k 2.2M 20
MDAX 4.44 €550.9k 4.8M 60
AMX 3.25 €261.2k 444.3k 23
OBX 3.52 €195.3k 1.4M 25
PSI20 5.16 €95.0k 122.5k 16
CAC Next20 3.92 €92.1k 729.4k 21
ATX 4.52 €50.9k 167.4k 20
ISEQ 20 10.87 €49.4k 303.6k 14
SMIM 0 €0 89.7k 1