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 |
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 |