Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €90.9M | €106.4M |
| Price Improvement | 3.80 bps | 3.73 bps |
| Total Euro-hours | €-hr 229.0M | €-hr 206.1M |
| Number of stocks | 3,427 | 3,350 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.44 | €14.1M | 16.1M | 20 |
| Cboe CHM 30 | 6.92 | €2.7M | 6.6M | 30 |