Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €372.6M | €380.1M |
| Price Improvement | 3.53 bps | 3.68 bps |
| Total Euro-hours | €-hr 302.3M | €-hr 312.0M |
| Number of stocks | 3,376 | 3,360 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.34 | €59.8M | 31.2M | 20 |
| Bats CHM 30 | 4.41 | €16.9M | 11.4M | 30 |