Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €16.4M | €64.3M |
| Price Improvement | 6.59 bps | 7.79 bps |
| Total Euro-hours | €-hr 18.1M | €-hr 11.3M |
| Number of stocks | 963 | 749 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Cboe CH 20 | 2.25 | €182.7k | 731.8k | 16 |
| Cboe CHM 30 | 3.54 | €63.1k | 119.4k | 12 |