Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €546.9M €431.4M
Price Improvement 2.58 bps 2.78 bps
Total Euro-hours €-hr 436.0M €-hr 441.5M
Number of stocks 2,929 3,009

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 1.54 €257.5M 41.9M 50
STOXX Europe 50 1.33 €220.9M 54.4M 49
DAX 1.62 €120.7M 25.3M 30
IBEX 35 2.07 €101.3M 39.4M 34
CAC 40 1.70 €83.0M 14.5M 39
AEX 1.47 €38.4M 6.3M 21
FTSE 100 1.87 €35.1M 38.6M 83
SMI 1.73 €29.4M 15.7M 17
FTSE MIB 2.28 €17.5M 20.9M 33
BEL20 1.37 €14.0M 12.5M 20
SMIM 5.57 €11.9M 9.1M 28
CAC Next20 2.88 €11.5M 7.1M 20
ISEQ 20 5.83 €10.7M 16.4M 19
OMXS30 2.23 €9.4M 11.8M 25
OMXH25 2.82 €8.6M 8.2M 17
MDAX 4.17 €7.5M 18.2M 39
FTSERIOB 6.11 €6.5M 7.1M 15
AMX 4.77 €4.4M 3.5M 17
FTSE 250 7.53 €3.9M 25.2M 172
OBX 5.96 €1.6M 4.2M 20
ATX 6.92 €560.3k 3.5M 18
OMXC20 2.38 €354.0k 807.4k 11
PSI20 6.82 €320.6k 3.2M 14