Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €110.2M | €104.8M |
| Price Improvement | 3.98 bps | 4.14 bps |
| Total Euro-hours | €-hr 161.4M | €-hr 145.3M |
| Number of stocks | 3,325 | 2,877 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.96 | €18.0M | 16.6M | 20 |
| Cboe CHM 30 | 5.46 | €5.3M | 12.4M | 30 |