Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €115.1M | €113.0M |
| Price Improvement | 4.18 bps | 4.27 bps |
| Total Euro-hours | €-hr 164.6M | €-hr 175.1M |
| Number of stocks | 3,636 | 3,539 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.33 | €20.0M | 14.3M | 20 |
| Cboe CHM 30 | 5.78 | €3.1M | 4.1M | 30 |