Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €96.2M | €96.6M |
| Price Improvement | 4.12 bps | 4.30 bps |
| Total Euro-hours | €-hr 210.0M | €-hr 187.2M |
| Number of stocks | 3,608 | 3,509 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.31 | €15.4M | 7.6M | 20 |
| Cboe CHM 30 | 5.09 | €4.8M | 7.8M | 30 |