Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €304.2M | €305.3M |
| Price Improvement | 3.63 bps | 3.68 bps |
| Total Euro-hours | €-hr 266.8M | €-hr 291.1M |
| Number of stocks | 3,298 | 3,308 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.38 | €42.2M | 42.8M | 20 |
| Bats CHM 30 | 5.86 | €9.3M | 14.0M | 30 |