Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €367.4M €329.9M
Price Improvement 3.81 bps 3.68 bps
Total Euro-hours €-hr 292.0M €-hr 267.4M
Number of stocks 3,117 2,997

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 2.16 €92.6M 13.8M 49
EURO STOXX 50 2.03 €74.9M 12.9M 50
FTSE 100 2.54 €52.7M 18.2M 101
CAC 40 1.33 €35.6M 11.3M 40
IBEX 35 2.62 €34.3M 11.6M 35
SMI 3.57 €30.5M 10.3M 20
FTSE MIB 4.41 €27.6M 8.8M 40
FTSE 250 6.24 €26.6M 33.9M 250
DAX 2.06 €25.7M 9.4M 30
OMXS30 3.27 €23.3M 14.1M 30
AEX 1.64 €14.5M 4.3M 25
OBX 5.24 €12.3M 4.4M 25
MDAX 3.49 €8.9M 6.7M 49
BEL20 2.41 €7.1M 3.0M 20
OMXH25 3.10 €7.0M 3.6M 25
SMIM 5.44 €6.7M 8.1M 30
ATX 5.55 €3.2M 2.3M 20
CAC Next20 2.20 €3.1M 2.5M 20
FTSERIOB 6.51 €3.0M 2.0M 15
ISEQ 20 9.86 €1.3M 867.0k 19
AMX 5.21 €1.2M 9.6M 24
PSI20 5.94 €830.1k 580.5k 18