Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €386.5M | €382.1M |
| Price Improvement | 3.89 bps | 4.08 bps |
| Total Euro-hours | €-hr 277.0M | €-hr 268.4M |
| Number of stocks | 3,713 | 3,921 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.60 | €85.2M | 9.0M | 20 |
| Bats CHM 30 | 7.53 | €16.8M | 12.5M | 30 |