Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €352.4M | €311.2M |
| Price Improvement | 4.32 bps | 3.93 bps |
| Total Euro-hours | €-hr 274.5M | €-hr 206.4M |
| Number of stocks | 3,262 | 3,026 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.19 | €51.6M | 12.0M | 20 |
| Bats CHM 30 | 5.74 | €11.9M | 29.2M | 30 |