Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €376.2M | €399.1M |
Price Improvement | 3.42 bps | 3.54 bps |
Total Euro-hours | €-hr 341.3M | €-hr 251.2M |
Number of stocks | 3,446 | 3,367 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Bats CH 20 | 1.92 | €78.8M | 15.5M | 20 |
Bats CHM 30 | 4.98 | €13.9M | 9.0M | 30 |