Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €437.7k €1.2M
Price Improvement 3.92 bps 5.67 bps
Total Euro-hours €-hr 5.5M €-hr 5.3M
Number of stocks 1,154 1,126

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
OMXC20 2.73 €255.2k 47.7k 19
STOXX Europe 50 2.53 €192.8k 85.1k 28
DAX 3.97 €47.6k 431.9k 30
AEX 1.94 €28.8k 527.4k 25
BEL20 3.15 €24.7k 690.5k 20
ATX 6.59 €19.4k 2.6M 20
EURO STOXX 50 2.52 €14.0k 132.4k 44
MDAX 13.37 €12.3k 153.8k 56
PSI20 2.74 €10.2k 45.6k 18
CAC Next20 7.30 €10.1k 83.8k 20
FTSE MIB 4.25 €7.1k 288.8k 40
AMX 8.83 €7.1k 74.4k 23
CAC 40 3.30 €5.4k 160.9k 40
ISEQ 20 0 €0 8.4k 15
OMXH25 0 €0 28.8k 23
OMXS30 0 €0 183.8k 29