Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €1.2M €795.6k
Price Improvement 3.53 bps 2.94 bps
Total Euro-hours €-hr 8.8M €-hr 13.5M
Number of stocks 1,016 1,016

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
DAX 0.89 €767.1k 682.6k 30
EURO STOXX 50 0.81 €736.0k 541.2k 44
STOXX Europe 50 0.80 €725.9k 504.6k 28
AEX 7.99 €122.5k 190.1k 25
FTSE MIB 4.09 €92.5k 762.6k 40
CAC 40 2.80 €44.9k 792.5k 40
MDAX 5.65 €18.7k 931.3k 54
CAC Next20 1.79 €13.7k 247.6k 20
BEL20 1.59 €9.2k 191.7k 19
ATX 9.27 €9.1k 357.1k 20
OMXS30 3.51 €4.7k 384.1k 28
OMXC20 6.31 €1.9k 35.2k 19
OMXH25 3.27 €732.7 69.6k 22
AMX 5.97 €669.8 371.4k 23
ISEQ 20 0 €0 98.5k 15
PSI20 0 €0 377.2k 13