Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €659.5M €654.7M
Price Improvement 2.91 bps 2.90 bps
Total Euro-hours €-hr 554.9M €-hr 509.5M
Number of stocks 2,774 2,732

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 €176.8M 45.5M 50
EURO STOXX 50 1.42 €161.3M 42.2M 50
FTSE 100 1.95 €115.5M 72.6M 101
CAC 40 1.83 €102.2M 30.0M 40
DAX 1.52 €88.4M 25.8M 30
AEX 1.55 €48.1M 15.1M 25
FTSE 250 6.25 €41.1M 72.9M 247
IBEX 35 2.47 €38.2M 18.1M 34
MDAX 3.98 €30.0M 23.5M 59
OMXS30 2.16 €29.5M 10.1M 29
FTSE MIB 2.26 €27.5M 17.9M 40
SMI 1.72 €18.2M 21.1M 20
OMXC20 2.59 €15.8M 9.0M 20
CAC Next20 3.24 €13.8M 7.1M 20
OMXH25 3.07 €13.5M 9.6M 23
BEL20 2.15 €13.2M 6.2M 20
OBX 3.01 €12.9M 8.9M 25
ATX 4.63 €5.8M 4.0M 20
FTSERIOB 4.12 €4.5M 3.1M 15
AMX 4.85 €3.7M 12.7M 25
ISEQ 20 6.74 €3.1M 4.2M 20
SMIM 3.94 €3.0M 19.0M 27
PSI20 3.58 €1.4M 2.9M 18