BATS Europe Dark Pool

The BATS Europe Dark Pool is a separate midpoint non-displayed order book, which executes at the midpoint of the listing market BBO.

The 0.15 bps usage charge for the BATS Europe Dark Pool is significantly lower than competitor pricing.

Please refer to the Dark Pool flyer for features and details.

Dark Pool Summary

  T + 1 5 Day Average
Value Traded €152.6M €150.1M
Price Improvement 3.8511 bps 4.132 bps
Total Euro-hours €-hr 136.8M €-hr 134.8M
Number of stocks 1,379 1,391

Dark Pool Historical Notional Value & Volume

Market Distribution in Euro-hours (T+1)

Dark Pool Index Summary (T+1)

Index bps Notional €-Hrs Symbols
STOXX Europe 50 2.6864 €53.6M 23.5M 50
EURO STOXX 50 2.4656 €45.1M 7.4M 50
FTSE 100 3.8186 €36.1M 25.2M 102
CAC 40 2.6097 €33.7M 4.7M 40
DAX 2.5161 €17.0M 3.3M 30
AEX 2.1739 €15.0M 4.3M 25
SMI 5.0526 €10.2M 14.9M 20
OMXS30 4.5667 €8.0M 2.5M 30
FTSE 250 8.9679 €5.2M 22.0M 254
FTSE MIB 4.7844 €4.4M 2.3M 40
OBX 4.5917 €4.0M 3.4M 25
OMXH25 4.2403 €2.8M 4.7M 25
BEL20 2.9739 €2.7M 2.6M 19
CAC Next20 3.4298 €2.6M 3.9M 20
MDAX 5.0379 €2.1M 5.5M 50
OMXC20 5.3608 €1.5M 5.9M 20
SMIM 10.1189 €1.1M 2.6M 30
ATX 5.0295 €997.0k 2.6M 20
IBEX 35 2.5357 €916.8k 4.8M 36
FTSERIOB 4.9429 €871.1k 914.5k 15
PSI20 5.739 €836.4k 2.4M 18
AMX 8.6245 €725.1k 2.2M 24
ISEQ 20 0 €0 0 5
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