Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €78.0M | €87.8M |
| Price Improvement | 4.59 bps | 4.07 bps |
| Total Euro-hours | €-hr 193.1M | €-hr 200.6M |
| Number of stocks | 3,368 | 3,453 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.11 | €10.4M | 21.0M | 20 |
| Cboe CHM 30 | 5.75 | €2.1M | 3.3M | 30 |