Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €55.5M | €72.1M |
| Price Improvement | 6.72 bps | 6.01 bps |
| Total Euro-hours | €-hr 115.7M | €-hr 102.4M |
| Number of stocks | 704 | 804 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 1.87 | €2.0k | 615.5k | 17 |
| Bats CHM 30 | 0 | €0 | 205.7k | 17 |