Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €552.0M €658.5M
Price Improvement 3.48 bps 3.54 bps
Total Euro-hours €-hr 313.7M €-hr 328.4M
Number of stocks 2,834 3,200

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 1.92 €157.3M 21.2M 50
EURO STOXX 50 1.56 €118.3M 15.4M 49
FTSE 100 2.35 €96.2M 22.1M 101
CAC 40 1.30 €62.3M 10.2M 40
DAX 1.92 €56.7M 9.8M 30
SMI 3.21 €42.7M 4.4M 20
AEX 1.76 €41.2M 13.4M 25
IBEX 35 2.15 €37.2M 10.9M 35
FTSE 250 5.45 €35.0M 69.5M 250
OMXC20 3.22 €28.0M 4.4M 20
MDAX 3.52 €25.8M 12.3M 49
CAC Next20 2.32 €17.0M 4.2M 20
FTSE MIB 4.60 €16.7M 4.3M 40
OBX 4.88 €11.7M 1.6M 25
BEL20 2.75 €9.6M 2.2M 20
SMIM 6.47 €6.1M 5.9M 30
AMX 5.97 €5.3M 2.4M 25
PSI20 4.60 €4.0M 2.9M 19
FTSERIOB 4.74 €4.0M 1.7M 15
ATX 6.07 €3.8M 2.1M 19
ISEQ 20 30.49 €3.7M 2.6M 18