Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €773.5M €655.2M
Price Improvement 2.80 bps 2.87 bps
Total Euro-hours €-hr 546.1M €-hr 515.0M
Number of stocks 2,812 2,821

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 1.30 €220.5M 35.8M 44
EURO STOXX 50 1.40 €206.0M 42.5M 50
FTSE 100 2.03 €143.5M 67.1M 100
CAC 40 1.77 €126.8M 30.5M 40
DAX 1.63 €111.0M 35.3M 30
AEX 1.60 €55.0M 19.0M 25
IBEX 35 2.05 €49.3M 20.9M 34
OMXS30 2.39 €48.9M 18.2M 29
FTSE MIB 2.35 €43.0M 17.4M 39
MDAX 3.51 €23.7M 29.3M 58
OMXC20 2.56 €22.4M 13.4M 20
FTSE 250 8.24 €21.2M 53.5M 232
OMXH25 2.79 €20.2M 21.9M 23
CAC Next20 3.03 €16.6M 15.5M 20
BEL20 2.31 €12.4M 10.7M 20
AMX 3.77 €11.3M 6.3M 23
OBX 3.49 €10.4M 7.0M 25
FTSERIOB 3.60 €5.2M 4.6M 15
PSI20 3.54 €4.1M 5.8M 18
ATX 5.40 €3.1M 6.9M 20
ISEQ 20 5.81 €2.9M 6.2M 19
SMIM 3.43 €11.0k 33.7k 1