Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €128.4M | €127.5M |
| Price Improvement | 4.26 bps | 4.05 bps |
| Total Euro-hours | €-hr 166.2M | €-hr 160.9M |
| Number of stocks | 3,371 | 3,337 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.51 | €33.1M | 27.7M | 20 |
| Cboe CHM 30 | 5.99 | €3.1M | 6.9M | 30 |