Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €280.5M €378.7M
Price Improvement 3.62 bps 3.55 bps
Total Euro-hours €-hr 383.7M €-hr 333.2M
Number of stocks 3,416 3,408

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 1.81 €74.8M 24.0M 50
FTSE 100 2.24 €60.5M 49.7M 101
EURO STOXX 50 1.86 €51.3M 24.4M 50
CAC 40 1.51 €25.1M 15.8M 40
DAX 1.79 €22.0M 15.3M 30
FTSE 250 6.75 €17.1M 40.1M 250
SMI 3.26 €16.0M 4.6M 20
IBEX 35 2.13 €14.0M 13.8M 35
OMXC20 3.93 €12.2M 10.0M 20
FTSE MIB 4.02 €11.1M 12.8M 40
AEX 1.52 €10.9M 8.6M 25
MDAX 2.69 €10.5M 16.1M 49
OMXS30 3.35 €8.9M 6.6M 31
OMXH25 3.42 €8.8M 6.5M 25
BEL20 2.31 €6.2M 5.3M 20
CAC Next20 2.79 €5.4M 18.6M 20
OBX 4.18 €4.4M 2.1M 25
SMIM 4.42 €3.8M 4.1M 30
AMX 2.86 €3.2M 4.3M 25
ISEQ 20 5.11 €3.0M 4.0M 19
PSI20 4.22 €1.0M 2.4M 18
ATX 5.40 €881.6k 4.5M 20
FTSERIOB 3.52 €817.5k 1.3M 15