DXE Taker Opportunity
|Index||Notional Improved||At or Better||Better||bps|
|STOXX Europe 50||€58,973||85.93%||83.99%||1.21|
|EURO STOXX 50||€70,389||85.72%||83.78%||1.10|
Data for 2020-09-16 to 2020-09-22 inclusive.
Data is believed reliable but not guaranteed.
- Notional Improved
- This is the amount of extra (or less) money that trading participants have achieved through trading on the Cboe Europe platform, rather than the relevant primary exchange.
- At or Better
- This is the percentage of the total notional value traded on Cboe Europe that has achieved a price at least as good as that available on the primary exchange.
- This is the percentage of the total notional value traded on Cboe Europe that has achieved a price better than that available on the primary exchange.
- This is the notionally weighted basis points difference between the trade price and the PBBO. As a result of this, price improvement (or disimprovement) is more heavily weighted for high value trades than for low value trades.