Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €495.4M €468.2M
Price Improvement 3.24 bps 3.34 bps
Total Euro-hours €-hr 315.8M €-hr 384.0M
Number of stocks 3,116 3,160

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 1.67 €188.0M 29.6M 50
FTSE 100 1.90 €144.4M 30.1M 101
EURO STOXX 50 1.84 €111.1M 21.2M 50
DAX 1.92 €55.3M 14.2M 30
CAC 40 1.65 €42.8M 11.9M 40
FTSE MIB 4.32 €27.0M 9.2M 40
SMI 3.48 €26.5M 8.5M 20
FTSE 250 6.30 €25.8M 29.9M 250
MDAX 2.60 €24.3M 18.9M 49
IBEX 35 2.23 €23.9M 14.3M 34
AEX 1.63 €23.7M 4.1M 25
OMXH25 4.63 €11.2M 3.1M 25
OMXS30 3.82 €11.1M 5.9M 31
BEL20 1.70 €10.4M 2.3M 20
OMXC20 3.53 €9.2M 4.5M 20
SMIM 6.92 €8.6M 6.9M 30
CAC Next20 2.46 €8.1M 2.8M 20
OBX 5.62 €5.4M 4.2M 25
AMX 4.79 €2.8M 3.3M 25
ATX 5.41 €2.1M 8.7M 20
ISEQ 20 7.03 €1.6M 2.3M 19
PSI20 4.41 €1.6M 2.6M 19
FTSERIOB 4.90 €1.1M 3.3M 15