Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €359.5M | €371.4M |
| Price Improvement | 4.32 bps | 3.75 bps |
| Total Euro-hours | €-hr 231.5M | €-hr 213.1M |
| Number of stocks | 3,314 | 3,270 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.43 | €58.8M | 34.9M | 20 |
| Bats CHM 30 | 5.97 | €7.2M | 9.9M | 30 |