BATS Chi-X Europe Dark Order Books


Dark Order Book Summary

  T + 1 5 Day Average
Value Traded €345.1M €363.4M
Price Improvement 3.58 bps 3.72 bps
Total Euro-hours €-hr 103.5M €-hr 111.0M
Number of stocks 1,526 1,562

Dark Order Book Historical Notional Value & Volume

Market Distribution in Euro-hours (T+1)

Dark Order Book Index Summary (T+1)

Index bps Notional €-Hrs Symbols
CHERI Pan Europe 2.74 €243.4M 37.4M 202
CHERI Pan Europe 60 2.29 €131.9M 15.4M 60
CHERI Eurozone 2.23 €124.9M 20.2M 117
STOXX Europe 50 2.20 €120.1M 13.3M 50
FTSE 100 3.24 €95.6M 15.6M 101
EURO STOXX 50 2.08 €86.8M 11.8M 50
CHERI Euro 40 2.02 €78.4M 10.8M 40
DAX 1.97 €65.3M 6.7M 30
CAC 40 2.36 €42.6M 6.5M 40
OMXS30 3.88 €30.1M 5.7M 30
SMI 3.68 €25.1M 3.0M 20
CHERI Nordic 4.28 €20.1M 5.5M 21
FTSE MIB 4.85 €14.4M 2.7M 40
FTSE 250 9.64 €14.4M 17.3M 252
AEX 2.76 €10.4M 1.7M 25
IBEX 35 2.48 €10.3M 7.9M 35
BEL20 3.62 €7.3M 2.9M 20
OMXC20 5.87 €5.1M 1.7M 20
MDAX 4.74 €5.1M 4.6M 50
OMXH25 4.25 €5.0M 2.5M 25
CAC Next20 3.88 €2.0M 1.3M 20
SMIM 6.65 €1.8M 2.6M 30
AMX 3.41 €1.7M 1.1M 25
ATX 3.67 €1.3M 763.7k 20
FTSERIOB 5.95 €1.1M 214.8k 15
PSI20 6.74 €398.1k 660.6k 17
ISEQ 20 0 €0 18.9k 9
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