Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €648.5M | €424.3M |
| Price Improvement | 3.74 bps | 3.55 bps |
| Total Euro-hours | €-hr 316.6M | €-hr 310.5M |
| Number of stocks | 4,167 | 4,000 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.54 | €140.5M | 18.3M | 20 |
| Bats CHM 30 | 6.12 | €33.0M | 12.9M | 30 |