Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €180.7M | €120.8M |
| Price Improvement | 4.18 bps | 4.17 bps |
| Total Euro-hours | €-hr 138.7M | €-hr 149.3M |
| Number of stocks | 4,264 | 4,078 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.50 | €32.1M | 11.3M | 20 |
| Cboe CHM 30 | 5.86 | €9.6M | 5.4M | 30 |