Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €101.2M | €120.6M |
Price Improvement | 4.60 bps | 4.22 bps |
Total Euro-hours | €-hr 149.7M | €-hr 168.1M |
Number of stocks | 3,497 | 3,435 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Cboe CH 20 | 2.22 | €11.5M | 16.5M | 20 |
Cboe CHM 30 | 3.84 | €4.2M | 5.7M | 30 |