Dark Order Books
Summary
T + 1 | 5 Day Average | |
---|---|---|
Value Traded | €38.3M | €36.4M |
Price Improvement | 4.24 bps | 5.70 bps |
Total Euro-hours | €-hr 5.6M | €-hr 13.1M |
Number of stocks | 691 | 837 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
Index | bps | Notional | €-Hrs | Symbols |
---|---|---|---|---|
Cboe CH 20 | 2.26 | €2.7k | 219.9k | 16 |
Cboe CHM 30 | 0 | €0 | 153.8 | 14 |