Cboe Europe Equities Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €336.1k €330.2k
Price Improvement 3.29 bps 2.73 bps
Total Euro-hours €-hr 3.0M €-hr 6.5M
Number of stocks 1,027 1,015

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
MDAX 3.22 €192.9k 342.3k 60
DAX 2.80 €75.4k 1.0M 30
EURO STOXX 50 3.17 €46.0k 304.2k 46
CAC 40 2.27 €24.6k 116.1k 39
STOXX Europe 50 2.00 €21.5k 214.8k 29
FTSE MIB 1.84 €13.6k 194.5k 39
AEX 4.44 €11.1k 87.7k 25
ATX 11.39 €8.5k 16.5k 19
OMXS30 2.34 €1.6k 14.8k 28
OMXH25 1.48 €824.4 44.7k 24
CAC Next20 0 €0 257.4k 18
ISEQ 20 0 €0 14.5k 9
PSI20 0 €0 207.6 12
BEL20 0 €0 264.3k 20
OMXC20 0 €0 63.5k 20
AMX 0 €0 24.3k 24