Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €366.7M | €401.4M |
| Price Improvement | 3.73 bps | 3.64 bps |
| Total Euro-hours | €-hr 356.7M | €-hr 318.6M |
| Number of stocks | 3,382 | 3,316 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.35 | €52.6M | 27.1M | 20 |
| Bats CHM 30 | 5.14 | €14.8M | 10.9M | 30 |