Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €526.3M €749.7M
Price Improvement 3.12 bps 3.32 bps
Total Euro-hours €-hr 308.6M €-hr 311.6M
Number of stocks 2,952 2,988

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 1.77 €178.1M 26.3M 50
FTSE 100 2.44 €138.4M 36.0M 101
EURO STOXX 50 1.69 €114.9M 24.7M 50
CAC 40 1.71 €61.0M 10.5M 40
AEX 1.68 €58.8M 14.0M 25
FTSE 250 4.88 €32.5M 34.8M 250
DAX 1.67 €24.1M 4.8M 30
SMI 3.33 €24.1M 6.0M 20
IBEX 35 2.34 €23.0M 16.8M 35
OMXS30 3.93 €21.2M 6.3M 30
MDAX 3.59 €19.3M 14.1M 49
FTSE MIB 4.59 €18.6M 6.2M 39
CAC Next20 2.25 €15.7M 8.9M 20
OMXC20 3.47 €12.7M 5.3M 20
OBX 5.00 €10.4M 3.6M 25
BEL20 2.00 €10.1M 7.7M 20
OMXH25 2.55 €9.4M 5.4M 25
PSI20 2.63 €5.2M 3.1M 16
SMIM 5.99 €4.7M 6.3M 30
AMX 4.43 €4.0M 2.8M 25
ATX 5.08 €1.7M 3.9M 20
FTSERIOB 5.10 €1.7M 949.4k 15
ISEQ 20 8.18 €1.1M 1.4M 17