Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €106.4M | €104.8M |
| Price Improvement | 4.12 bps | 4.12 bps |
| Total Euro-hours | €-hr 136.2M | €-hr 157.9M |
| Number of stocks | 3,275 | 3,344 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.65 | €16.7M | 14.8M | 20 |
| Cboe CHM 30 | 5.91 | €4.5M | 7.4M | 30 |