Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €95.0M | €115.6M |
| Price Improvement | 4.62 bps | 4.02 bps |
| Total Euro-hours | €-hr 197.8M | €-hr 182.1M |
| Number of stocks | 3,527 | 3,470 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.47 | €10.8M | 21.5M | 20 |
| Cboe CHM 30 | 6.14 | €2.7M | 5.8M | 30 |