Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €319.0M | €338.9M |
| Price Improvement | 3.57 bps | 3.95 bps |
| Total Euro-hours | €-hr 270.0M | €-hr 292.1M |
| Number of stocks | 3,092 | 3,271 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.89 | €37.3M | 11.0M | 20 |
| Bats CHM 30 | 5.34 | €8.0M | 36.5M | 30 |