Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €78.1M | €88.2M |
| Price Improvement | 6.68 bps | 7.84 bps |
| Total Euro-hours | €-hr 103.3M | €-hr 95.4M |
| Number of stocks | 903 | 725 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 1.75 | €410.9k | 2.0M | 15 |
| Bats CHM 30 | 5.94 | €8.2k | 262.2k | 10 |