Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €129.0M | €146.6M |
| Price Improvement | 4.92 bps | 4.64 bps |
| Total Euro-hours | €-hr 127.3M | €-hr 150.7M |
| Number of stocks | 4,021 | 4,053 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.26 | €30.0M | 9.5M | 20 |
| Cboe CHM 30 | 6.75 | €5.3M | 9.8M | 30 |