Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €272.0M | €303.0M |
| Price Improvement | 3.85 bps | 3.65 bps |
| Total Euro-hours | €-hr 288.2M | €-hr 285.0M |
| Number of stocks | 3,289 | 3,312 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.52 | €47.6M | 42.1M | 20 |
| Bats CHM 30 | 5.13 | €11.4M | 8.1M | 30 |