Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €67.3M | €79.9M |
| Price Improvement | 3.97 bps | 4.11 bps |
| Total Euro-hours | €-hr 192.4M | €-hr 192.9M |
| Number of stocks | 3,335 | 3,421 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.41 | €10.8M | 8.7M | 20 |
| Cboe CHM 30 | 5.66 | €3.0M | 6.5M | 30 |