Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €293.1M €455.3M
Price Improvement 3.85 bps 3.64 bps
Total Euro-hours €-hr 432.5M €-hr 436.0M
Number of stocks 2,755 2,805

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 1.92 €80.9M 84.6M 50
STOXX Europe 50 1.79 €80.9M 63.2M 44
FTSE 100 3.24 €54.1M 44.6M 99
CAC 40 2.11 €48.9M 24.9M 40
AEX 2.18 €26.4M 45.0M 25
DAX 2.03 €25.6M 25.8M 30
IBEX 35 3.24 €25.2M 54.1M 34
MDAX 4.74 €14.5M 16.8M 58
OMXS30 2.37 €13.9M 17.5M 28
OMXC20 2.52 €10.9M 13.3M 20
FTSE 250 9.43 €10.1M 42.6M 231
OMXH25 3.51 €9.6M 6.9M 24
FTSE MIB 2.85 €8.6M 11.5M 40
CAC Next20 4.51 €8.0M 4.6M 20
BEL20 2.59 €5.4M 10.6M 20
OBX 3.55 €5.2M 8.0M 25
ISEQ 20 5.70 €966.9k 2.0M 17
ATX 11.65 €956.6k 1.9M 20
PSI20 3.91 €796.7k 1.5M 17
AMX 5.86 €771.0k 1.5M 25