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 |