Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €120.3M | €86.3M |
| Price Improvement | 4.99 bps | 4.46 bps |
| Total Euro-hours | €-hr 166.4M | €-hr 125.6M |
| Number of stocks | 3,345 | 2,653 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.99 | €24.0M | 17.6M | 20 |
| Cboe CHM 30 | 7.21 | €4.7M | 6.8M | 30 |