Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €349.6M €407.9M
Price Improvement 2.86 bps 2.90 bps
Total Euro-hours €-hr 465.6M €-hr 377.6M
Number of stocks 2,373 2,761

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 1.45 €160.9M 130.9M 48
STOXX Europe 50 1.39 €136.4M 107.7M 49
DAX 1.57 €100.3M 42.0M 30
CAC 40 1.80 €80.0M 38.9M 38
IBEX 35 2.34 €29.4M 89.3M 34
AEX 1.55 €26.3M 12.4M 22
FTSE MIB 2.63 €21.2M 27.3M 32
SMI 2.06 €18.5M 13.4M 18
FTSE 100 1.97 €14.5M 26.0M 91
CAC Next20 3.04 €9.4M 5.7M 19
MDAX 4.38 €6.3M 11.8M 40
BEL20 1.95 €6.3M 8.9M 19
FTSERIOB 4.31 €4.3M 5.4M 15
SMIM 4.55 €3.3M 8.5M 30
ISEQ 20 7.24 €2.5M 10.7M 18
OBX 3.29 €2.4M 3.4M 19
AMX 4.91 €2.3M 3.0M 21
ATX 5.85 €2.2M 4.1M 19
FTSE 250 11.75 €1.5M 17.6M 180
OMXC20 4.09 €1.2M 5.0M 20
PSI20 9.16 €146.6k 1.2M 17