Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €796.8M €810.8M
Price Improvement 6.13 bps 7.43 bps
Total Euro-hours €-hr 525.6M €-hr 482.7M
Number of stocks 2,967 2,999

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 3.59 €293.0M 78.2M 44
EURO STOXX 50 3.87 €282.2M 82.4M 50
CAC 40 4.47 €204.7M 84.2M 41
FTSE 100 6.19 €174.5M 76.5M 101
DAX 3.44 €89.0M 31.0M 30
AEX 3.59 €67.7M 26.4M 25
IBEX 35 7.12 €37.0M 22.7M 34
OMXS30 4.03 €33.3M 14.3M 29
MDAX 7.34 €25.9M 19.8M 59
FTSE MIB 4.51 €24.4M 31.9M 40
OMXC20 4.27 €22.9M 16.0M 20
CAC Next20 11.41 €18.9M 11.2M 20
FTSE 250 18.41 €18.1M 33.8M 221
OMXH25 5.76 €15.1M 6.1M 24
BEL20 6.95 €14.9M 18.3M 20
OBX 5.16 €9.1M 4.8M 25
ISEQ 20 7.44 €6.4M 5.0M 16
AMX 9.19 €5.3M 3.2M 22
FTSERIOB 6.74 €4.7M 11.9M 43
PSI20 6.62 €2.2M 2.0M 17
ATX 17.11 €1.5M 4.7M 20
SMIM 8.32 €825.0k 99.2k 1