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Cboe Europe Equities Dark Order Books
Dark Order Book Summary
| T + 1 | 5 Day Average | |
| Value Traded | €212.6k | €280.2k |
|---|---|---|
| Price Improvement | 3.01 bps | 3.72 bps |
| Total Euro-hours | €-hr 8.8M | €-hr 10.7M |
| Number of stocks | 985 | 983 |
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 | 2.03 | €65.4k | 258.8k | 44 |
| CAC 40 | 1.40 | €54.9k | 160.6k | 40 |
| STOXX Europe 50 | 1.47 | €35.4k | 46.5k | 28 |
| MDAX | 3.43 | €29.8k | 656.2k | 57 |
| FTSE MIB | 4.43 | €24.6k | 246.8k | 39 |
| ISEQ 20 | 3.03 | €24.0k | 37.6k | 15 |
| DAX | 2.47 | €11.2k | 405.1k | 30 |
| OMXS30 | 1.25 | €4.9k | 9.4k | 27 |
| CAC Next20 | 2.10 | €4.7k | 256.1k | 20 |
| PSI20 | 3.42 | €2.0k | 67.7k | 15 |
| BEL20 | 0 | €0 | 11.5k | 19 |
| AEX | 0 | €0 | 28.4k | 25 |
| OMXC20 | 0 | €0 | 137.7k | 20 |
| AMX | 0 | €0 | 123.8k | 22 |
| OMXH25 | 0 | €0 | 8.1k | 20 |
| ATX | 0 | €0 | 29.7k | 20 |