Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €886.2M €852.1M
Price Improvement 3.30 bps 3.18 bps
Total Euro-hours €-hr 570.2M €-hr 546.9M
Number of stocks 2,020 2,038

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 1.65 €318.4M 99.5M 50
STOXX Europe 50 1.57 €248.3M 79.1M 30
CAC 40 1.77 €206.6M 112.3M 40
DAX 1.74 €143.1M 38.4M 30
AEX 1.85 €109.1M 30.5M 25
IBEX 35 2.97 €56.2M 20.8M 34
MDAX 4.62 €55.4M 34.0M 60
FTSE MIB 2.71 €36.0M 13.8M 40
BEL20 3.70 €30.1M 22.8M 20
OBX 3.80 €29.3M 19.8M 25
CAC Next20 3.86 €16.1M 10.5M 21
PSI20 5.98 €11.5M 3.5M 18
AMX 5.84 €7.5M 11.0M 23
ATX 6.95 €6.7M 14.4M 20
ISEQ 20 5.44 €5.4M 3.2M 17