Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €288.0M €275.8M
Price Improvement 3.67 bps 3.58 bps
Total Euro-hours €-hr 270.0M €-hr 296.5M
Number of stocks 3,210 3,122

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 1.98 €78.4M 28.2M 50
EURO STOXX 50 2.02 €59.1M 20.3M 50
FTSE 100 2.53 €55.6M 23.1M 101
DAX 1.91 €36.1M 10.2M 30
CAC 40 1.59 €21.1M 13.4M 40
FTSE MIB 3.88 €20.9M 5.1M 40
SMI 3.87 €15.3M 11.7M 20
FTSE 250 6.75 €15.1M 23.7M 250
IBEX 35 2.20 €14.9M 8.0M 35
OMXC20 3.72 €13.7M 6.0M 20
OMXS30 3.37 €13.1M 9.0M 31
AEX 2.29 €11.7M 4.0M 25
MDAX 3.76 €9.1M 10.1M 49
OMXH25 3.69 €7.9M 4.0M 25
BEL20 2.22 €6.8M 2.8M 20
OBX 4.75 €4.6M 1.9M 25
AMX 4.40 €4.4M 4.0M 25
SMIM 6.08 €4.3M 3.1M 30
CAC Next20 1.61 €3.5M 4.5M 20
ATX 4.01 €2.6M 5.8M 20
PSI20 3.83 €1.9M 6.0M 19
ISEQ 20 6.06 €1.7M 1.4M 19
FTSERIOB 5.21 €1.2M 1.3M 15