Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €361.5M | €325.4M |
Price Improvement | 3.46 bps | 3.63 bps |
Total Euro-hours | €-hr 390.8M | €-hr 295.2M |
Number of stocks | 3,419 | 3,314 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Bats CH 20 | 1.97 | €80.5M | 94.7M | 20 |
Bats CHM 30 | 4.91 | €18.9M | 19.6M | 30 |