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

Historical Notional Value & Volume

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