Dark Order Books
Summary
| T + 1 | 5 Day Average | |
|---|---|---|
| Value Traded | €333.5M | €313.0M |
| Price Improvement | 3.65 bps | 3.68 bps |
| Total Euro-hours | €-hr 254.5M | €-hr 281.7M |
| Number of stocks | 3,365 | 3,312 |
Market Distribution in €-hours (T+1)
Index Summary (T+1)
| Index | bps | Notional | €-Hrs | Symbols |
|---|---|---|---|---|
| Bats CH 20 | 2.30 | €53.3M | 16.5M | 20 |
| Bats CHM 30 | 5.45 | €10.4M | 10.5M | 30 |