Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €458.6M | €466.3M |
| Price Improvement | 4.27 bps | 4.29 bps |
| Total Euro-hours | €-hr 264.7M | €-hr 237.8M |
| Number of stocks | 3,559 | 3,887 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.48 | €68.1M | 24.1M | 20 |
| Bats CHM 30 | 7.23 | €24.5M | 18.4M | 30 |