Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €440.5M €422.3M
Price Improvement 3.39 bps 3.48 bps
Total Euro-hours €-hr 283.7M €-hr 265.9M
Number of stocks 2,866 2,895

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 1.90 €160.1M 27.6M 50
FTSE 100 2.42 €111.5M 37.9M 101
EURO STOXX 50 1.88 €80.9M 12.5M 50
CAC 40 1.80 €38.5M 12.4M 40
SMI 3.07 €36.4M 4.1M 20
DAX 2.02 €34.6M 8.2M 30
AEX 1.52 €32.6M 12.8M 25
OMXC20 3.04 €25.4M 6.8M 20
FTSE 250 5.36 €24.4M 36.0M 250
FTSE MIB 4.46 €19.0M 4.5M 39
OMXS30 4.02 €16.4M 3.5M 30
MDAX 3.34 €14.6M 10.4M 49
IBEX 35 2.35 €14.4M 11.0M 35
BEL20 2.26 €12.4M 4.2M 20
OBX 4.97 €9.1M 3.7M 25
OMXH25 3.06 €6.4M 6.4M 25
FTSERIOB 3.99 €5.1M 2.6M 15
AMX 5.01 €4.8M 7.8M 25
CAC Next20 2.52 €4.7M 3.1M 20
SMIM 6.15 €4.3M 8.9M 30
PSI20 5.25 €3.5M 3.4M 16
ISEQ 20 12.41 €1.5M 1.8M 18
ATX 6.45 €1.4M 1.9M 20