Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €345.1M | €346.2M |
| Price Improvement | 3.61 bps | 3.76 bps |
| Total Euro-hours | €-hr 198.8M | €-hr 227.0M |
| Number of stocks | 3,280 | 3,262 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.27 | €80.1M | 19.2M | 20 |
| Bats CHM 30 | 5.75 | €12.6M | 10.1M | 30 |