Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €145.4M | €143.7M |
| Price Improvement | 4.74 bps | 4.59 bps |
| Total Euro-hours | €-hr 136.0M | €-hr 161.3M |
| Number of stocks | 4,064 | 4,006 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.65 | €26.6M | 6.5M | 20 |
| Cboe CHM 30 | 8.10 | €10.5M | 5.9M | 30 |