Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €111.4M | €121.8M |
| Price Improvement | 3.68 bps | 4.35 bps |
| Total Euro-hours | €-hr 184.8M | €-hr 197.7M |
| Number of stocks | 3,151 | 3,318 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.54 | €14.1M | 6.3M | 20 |
| Cboe CHM 30 | 5.27 | €4.7M | 35.2M | 30 |