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 €63.4M €70.5M
Price Improvement 5.00 bps 4.56 bps
Total Euro-hours €-hr 105.7M €-hr 1.9B
Number of stocks 1,051 1,043

Dark Pool Historical Notional Value & Volume

Historical Dark Pool Notional Value and Volume Graph

Market Distribution in Euro-hours (T+1)

Dark Pool Index Summary (T+1)

Index bps Notional €-Hrs Symbols
STOXX 50 2.77 €27.5M 9.9M 49
FTSE 100 4.24 €25.7M 15.7M 102
EURO STOXX 50 2.46 €11.9M 5.8M 48
AEX 2.56 €6.3M 10.9M 25
CAC 40 2.71 €6.1M 2.7M 40
DAX 2.64 €5.9M 2.8M 30
SMI 4.62 €5.1M 6.4M 20
FTSE 250 13.65 €5.0M 22.7M 249
OMXS30 4.13 €1.6M 3.3M 30
MDAX 7.80 €1.6M 3.4M 49
OMXH25 4.16 €1.5M 8.5M 25
FTSE MIB 8.13 €1.2M 4.9M 40
PSI20 5.33 €867.5k 928.4k 17
CAC Next20 5.09 €798.8k 3.6M 20
AMX 8.64 €460.4k 2.2M 22
OMXC20 6.03 €391.9k 749.3k 20
OBX 4.10 €329.2k 1.6M 23
BEL20 6.28 €249.3k 3.8M 20
ATX 18.95 €109.3k 795.5k 14
SMIM 6.41 €53.2k 515.7k 14
IBEX 35 2.38 €35.7k 371.8k 20
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