Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €471.5M €411.0M
Price Improvement 3.46 bps 3.55 bps
Total Euro-hours €-hr 277.4M €-hr 258.2M
Number of stocks 3,473 3,327

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 2.15 €152.9M 14.2M 50
EURO STOXX 50 1.84 €117.0M 13.9M 50
FTSE 100 2.60 €83.5M 30.0M 101
DAX 1.71 €60.5M 13.6M 30
SMI 3.56 €50.3M 7.0M 20
AEX 2.27 €42.9M 15.4M 25
CAC 40 1.73 €35.8M 6.6M 40
OMXC20 3.87 €28.5M 3.3M 20
FTSE 250 5.60 €26.5M 31.7M 250
FTSE MIB 4.30 €22.5M 6.4M 40
IBEX 35 2.08 €21.4M 6.0M 35
OMXS30 3.74 €15.9M 3.0M 30
BEL20 2.42 €14.7M 2.5M 20
MDAX 3.62 €13.4M 8.4M 49
CAC Next20 2.92 €13.2M 17.9M 20
OMXH25 3.89 €6.7M 4.8M 25
OBX 5.70 €6.7M 2.0M 25
SMIM 5.20 €6.1M 4.5M 30
AMX 3.40 €3.5M 4.1M 25
FTSERIOB 6.56 €1.5M 1.7M 15
ATX 5.86 €1.5M 2.6M 19
PSI20 2.91 €1.4M 867.9k 19
ISEQ 20 6.32 €1.2M 2.8M 19