Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €437.8M €422.1M
Price Improvement 3.88 bps 3.61 bps
Total Euro-hours €-hr 275.8M €-hr 276.0M
Number of stocks 3,331 3,284

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
STOXX Europe 50 2.01 €127.8M 17.2M 50
EURO STOXX 50 1.85 €99.2M 19.6M 50
FTSE 100 2.45 €80.4M 23.6M 101
CAC 40 1.52 €61.8M 7.3M 40
SMI 2.83 €36.9M 7.8M 20
FTSE MIB 4.85 €33.4M 11.0M 40
DAX 1.77 €32.4M 15.2M 30
FTSE 250 5.19 €23.6M 29.6M 250
AEX 1.59 €21.2M 7.8M 25
IBEX 35 2.88 €19.8M 7.2M 35
OMXC20 3.58 €13.5M 3.1M 20
OMXS30 3.53 €13.4M 3.1M 30
BEL20 2.53 €11.1M 1.8M 20
MDAX 2.72 €9.4M 5.9M 49
OMXH25 3.58 €8.2M 4.0M 25
CAC Next20 2.04 €7.9M 2.9M 20
OBX 4.90 €7.3M 2.5M 25
SMIM 6.63 €7.3M 9.3M 30
AMX 5.56 €4.4M 5.1M 24
ISEQ 20 18.37 €4.3M 4.2M 19
ATX 4.34 €2.2M 2.1M 20
FTSERIOB 6.06 €1.4M 1.5M 15
PSI20 3.92 €714.7k 1.1M 18