Bats Europe Dark Order Books

Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €573.4M €554.6M
Price Improvement 3.26 bps 3.26 bps
Total Euro-hours €-hr 305.8M €-hr 331.6M
Number of stocks 3,319 3,218

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 1.78 €144.4M 31.0M 50
FTSE 100 2.39 €120.0M 27.2M 101
EURO STOXX 50 1.86 €118.2M 23.9M 50
DAX 1.74 €68.0M 12.4M 30
IBEX 35 2.04 €48.3M 9.6M 35
CAC 40 1.55 €43.1M 17.9M 40
OMXS30 3.36 €35.0M 10.1M 31
FTSE MIB 3.97 €33.7M 8.2M 40
FTSE 250 5.84 €26.8M 26.4M 250
SMI 3.42 €25.9M 13.5M 20
OMXC20 3.76 €21.9M 6.4M 20
MDAX 3.70 €20.1M 10.1M 49
AEX 1.73 €19.0M 4.6M 25
OMXH25 3.30 €14.8M 4.1M 25
OBX 4.91 €10.7M 1.7M 25
BEL20 2.02 €10.0M 3.0M 20
SMIM 6.57 €9.0M 3.1M 30
CAC Next20 1.59 €7.3M 5.2M 20
AMX 4.51 €7.0M 3.9M 25
ATX 3.92 €6.9M 7.5M 20
PSI20 4.31 €4.9M 5.8M 19
ISEQ 20 10.02 €2.3M 1.6M 19
FTSERIOB 5.55 €2.3M 1.2M 15