Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €89.1M | €92.7M |
| Price Improvement | 4.16 bps | 4.07 bps |
| Total Euro-hours | €-hr 205.4M | €-hr 177.2M |
| Number of stocks | 3,512 | 3,449 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.54 | €14.3M | 16.3M | 20 |
| Cboe CHM 30 | 4.73 | €4.0M | 9.9M | 30 |