Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €107.2M | €130.4M |
| Price Improvement | 5.05 bps | 5.31 bps |
| Total Euro-hours | €-hr 151.7M | €-hr 140.9M |
| Number of stocks | 4,121 | 4,169 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.62 | €23.5M | 6.1M | 20 |
| Cboe CHM 30 | 8.25 | €4.9M | 3.4M | 30 |