Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €730.5M €716.6M
Price Improvement 3.16 bps 3.17 bps
Total Euro-hours €-hr 328.0M €-hr 307.5M
Number of stocks 3,510 3,410

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
EURO STOXX 50 1.73 €194.5M 19.8M 50
STOXX Europe 50 1.68 €192.4M 20.6M 50
FTSE 100 2.50 €146.1M 28.1M 101
CAC 40 1.65 €89.6M 10.8M 40
DAX 1.76 €85.1M 11.2M 30
IBEX 35 2.03 €60.4M 13.2M 35
AEX 1.59 €49.0M 7.9M 25
FTSE 250 5.28 €42.8M 36.6M 250
OMXS30 3.41 €41.6M 7.2M 30
FTSE MIB 4.11 €38.2M 22.0M 40
BEL20 2.46 €37.2M 7.7M 20
SMI 3.41 €31.3M 10.8M 20
MDAX 2.72 €18.0M 13.1M 49
OMXC20 3.94 €15.6M 4.4M 20
OBX 5.42 €13.7M 3.3M 25
CAC Next20 2.11 €12.3M 9.1M 20
OMXH25 3.37 €10.5M 4.5M 25
SMIM 5.43 €8.8M 4.7M 30
ATX 5.96 €3.9M 3.0M 20
AMX 3.84 €3.6M 11.0M 25
PSI20 4.36 €3.0M 1.3M 19
FTSERIOB 6.35 €2.6M 933.2k 15
ISEQ 20 5.02 €2.6M 2.2M 19