Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €211.7M | €208.5M |
| Price Improvement | 4.50 bps | 4.66 bps |
| Total Euro-hours | €-hr 213.2M | €-hr 173.5M |
| Number of stocks | 3,603 | 3,951 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.64 | €36.3M | 22.3M | 20 |
| Cboe CHM 30 | 7.87 | €9.6M | 14.7M | 30 |