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

Historical Notional Value & Volume

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