Dark Order Books

Summary

  T + 1 5 Day Average
Value Traded €301.7M €378.9M
Price Improvement 3.87 bps 3.70 bps
Total Euro-hours €-hr 282.3M €-hr 290.2M
Number of stocks 3,399 3,344

Historical Notional Value & Volume

Market Distribution in €-hours (T+1)

Index Summary (T+1)

Index bps Notional €-Hrs Symbols
Bats CH 20 1.83 €66.7M 54.8M 20
Bats CHM 30 4.88 €12.7M 12.6M 30