Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €390.4M | €363.6M |
| Price Improvement | 3.21 bps | 3.32 bps |
| Total Euro-hours | €-hr 362.9M | €-hr 288.0M |
| Number of stocks | 3,949 | 3,956 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.00 | €56.8M | 12.0M | 20 |
| Bats CHM 30 | 5.81 | €11.1M | 11.8M | 30 |