Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €784.5M €738.9M
Price Improvement 3.38 bps 3.23 bps
Total Euro-hours €-hr 391.0M €-hr 427.5M
Number of stocks 2,700 2,742

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 2.37 €225.3M 43.8M 50
STOXX Europe 50 1.65 €204.4M 34.1M 50
DAX 2.72 €159.3M 20.4M 30
FTSE 100 2.22 €124.5M 55.3M 101
IBEX 35 3.71 €82.2M 27.6M 34
CAC 40 2.20 €73.1M 18.7M 39
OMXS30 2.53 €40.8M 5.2M 30
AEX 1.87 €37.8M 7.4M 25
SMI 2.21 €37.7M 19.4M 20
MDAX 4.48 €35.2M 23.4M 60
FTSE MIB 2.86 €31.4M 8.6M 39
FTSE 250 6.47 €26.7M 39.0M 234
OMXH25 2.93 €23.2M 8.7M 24
OBX 4.19 €15.6M 4.0M 24
OMXC20 2.97 €14.5M 7.1M 19
BEL20 2.46 €11.7M 9.3M 20
CAC Next20 3.37 €9.8M 5.2M 20
AMX 5.13 €5.6M 5.7M 24
ISEQ 20 8.63 €5.2M 4.3M 19
FTSERIOB 3.99 €4.3M 1.7M 15
ATX 4.09 €2.8M 2.6M 20
SMIM 5.51 €2.2M 2.3M 24
PSI20 4.95 €857.1k 1.0M 16