Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €555.9M €586.0M
Price Improvement 3.70 bps 3.74 bps
Total Euro-hours €-hr 429.6M €-hr 421.6M
Number of stocks 2,802 2,828

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
STOXX Europe 50 1.80 €152.6M 38.1M 44
EURO STOXX 50 1.98 €148.6M 46.6M 50
FTSE 100 3.26 €96.2M 46.2M 99
CAC 40 2.11 €91.7M 36.6M 40
DAX 1.88 €64.0M 28.0M 30
IBEX 35 3.40 €42.5M 29.7M 33
AEX 2.10 €38.5M 10.6M 25
OMXS30 2.54 €35.6M 14.9M 29
FTSE MIB 2.97 €27.2M 12.8M 40
MDAX 3.73 €23.8M 28.3M 59
OMXC20 2.37 €23.1M 14.0M 20
FTSE 250 10.56 €16.3M 34.2M 242
CAC Next20 4.04 €15.1M 6.2M 20
BEL20 2.80 €11.7M 4.9M 20
OMXH25 4.67 €10.2M 11.5M 25
OBX 3.64 €5.1M 4.5M 25
ISEQ 20 5.23 €3.3M 5.9M 14
AMX 6.16 €2.9M 9.1M 25
ATX 8.37 €1.7M 6.9M 20
PSI20 4.62 €968.2k 759.1k 18