Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €111.0M | €109.2M |
Price Improvement | 4.16 bps | 4.03 bps |
Total Euro-hours | €-hr 161.9M | €-hr 155.3M |
Number of stocks | 3,160 | 3,409 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Cboe CH 20 | 1.78 | €15.4M | 12.2M | 20 |
Cboe CHM 30 | 5.64 | €3.7M | 3.9M | 30 |