Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €369.3M €367.9M
Price Improvement 3.52 bps 3.50 bps
Total Euro-hours €-hr 279.4M €-hr 263.1M
Number of stocks 3,446 3,346

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 1.82 €95.8M 17.9M 50
EURO STOXX 50 1.82 €85.4M 16.0M 50
FTSE 100 2.58 €72.7M 25.6M 101
DAX 1.86 €41.3M 10.1M 30
CAC 40 1.75 €35.9M 8.4M 40
FTSE 250 5.31 €23.3M 31.3M 250
IBEX 35 2.11 €22.8M 13.4M 35
SMI 3.28 €21.9M 9.7M 20
OMXS30 3.23 €20.3M 5.2M 30
AEX 1.70 €20.0M 5.7M 25
FTSE MIB 4.07 €18.9M 15.1M 40
BEL20 2.38 €18.8M 6.9M 20
MDAX 2.85 €9.8M 14.1M 49
OMXC20 3.52 €8.6M 3.1M 20
CAC Next20 2.29 €7.0M 10.6M 20
OBX 6.03 €6.0M 2.4M 25
AMX 2.77 €5.4M 8.5M 25
OMXH25 2.98 €5.3M 3.1M 25
SMIM 6.93 €5.3M 3.8M 30
FTSERIOB 5.94 €3.7M 884.7k 15
ATX 6.16 €2.7M 1.7M 20
ISEQ 20 5.40 €2.5M 2.1M 19
PSI20 4.13 €1.7M 1.1M 19