Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €305.6M €364.7M
Price Improvement 4.26 bps 4.00 bps
Total Euro-hours €-hr 269.0M €-hr 281.2M
Number of stocks 2,743 3,095

Dark Order Book Historical Notional Value & Volume

Market Distribution in Euro-hours (T+1)

Dark Order Book Index Summary (T+1)

Index bps Notional €-Hrs Symbols
STOXX Europe 50 2.15 €96.8M 19.1M 50
EURO STOXX 50 1.71 €57.1M 12.6M 49
FTSE 100 2.47 €52.2M 18.8M 101
SMI 3.28 €35.9M 3.9M 20
DAX 2.01 €28.0M 8.2M 30
CAC 40 1.36 €26.8M 9.0M 40
AEX 1.78 €19.2M 10.0M 25
FTSE 250 6.01 €18.9M 53.9M 250
MDAX 3.92 €18.4M 11.4M 49
IBEX 35 2.32 €14.0M 9.0M 35
OMXC20 3.34 €13.2M 2.8M 20
FTSE MIB 4.70 €10.0M 3.6M 40
BEL20 2.80 €6.0M 1.9M 20
ISEQ 20 28.48 €5.5M 2.2M 18
CAC Next20 2.25 €5.3M 3.9M 20
OBX 4.89 €5.1M 1.8M 25
PSI20 5.17 €3.6M 2.8M 19
SMIM 6.11 €3.6M 5.0M 30
AMX 5.03 €3.1M 2.2M 25
FTSERIOB 5.68 €2.2M 1.7M 15
ATX 5.59 €1.2M 1.5M 19