Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €299.6M €422.2M
Price Improvement 3.53 bps 3.62 bps
Total Euro-hours €-hr 256.7M €-hr 260.6M
Number of stocks 2,869 2,909

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 1.97 €100.4M 19.5M 50
FTSE 100 2.61 €74.5M 31.9M 101
EURO STOXX 50 1.76 €59.2M 16.1M 50
AEX 1.65 €30.4M 7.6M 25
CAC 40 1.85 €29.2M 7.6M 40
SMI 3.33 €20.7M 5.2M 20
FTSE 250 5.49 €19.0M 25.9M 250
DAX 1.89 €16.1M 4.4M 30
MDAX 3.44 €12.5M 9.9M 49
FTSE MIB 4.29 €10.8M 6.2M 39
OMXS30 3.90 €10.2M 4.8M 30
CAC Next20 2.22 €8.6M 7.7M 20
OMXH25 2.81 €7.8M 5.3M 25
IBEX 35 2.69 €7.7M 13.9M 35
OMXC20 3.17 €7.6M 4.2M 20
OBX 5.02 €6.1M 3.4M 25
AMX 5.28 €5.1M 2.9M 25
BEL20 2.31 €4.1M 6.4M 20
PSI20 2.90 €3.1M 2.8M 16
SMIM 5.69 €3.0M 5.5M 30
ATX 5.30 €1.7M 3.8M 20
FTSERIOB 5.84 €1.3M 887.7k 15
ISEQ 20 5.91 €1.0M 972.4k 17