Dark Order Books

Summary

  T + 1 5 Day Average
Value Traded €415.9M €517.1M
Price Improvement 3.40 bps 3.36 bps
Total Euro-hours €-hr 253.8M €-hr 278.8M
Number of stocks 3,916 4,003

Historical Notional Value & Volume

Market Distribution in €-hours (T+1)

Index Summary (T+1)

Index bps Notional €-Hrs Symbols
Bats CH 20 2.24 €61.0M 17.7M 20
Bats CHM 30 4.63 €12.9M 8.5M 30