DXE Taker Opportunity
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| ATX | €346,684 | 87.86% | 64.30% | 10.98 |
| ISEQ 20 | €483,410 | 91.06% | 62.98% | 7.97 |
| PSI20 | €56,750 | 80.87% | 67.18% | 7.39 |
| OMXH25 | €2,447 | 83.92% | 81.06% | 5.13 |
| AMX | €5,025 | 93.86% | 86.14% | 4.84 |
| CAC Next20 | €22,767 | 95.95% | 82.37% | 3.64 |
| MDAX | €25,026 | 99.98% | 98.54% | 3.31 |
| OMXS30 | €37,289 | 86.06% | 73.35% | 2.51 |
| OMXC20 | €130,753 | 92.38% | 75.01% | 2.45 |
| FTSE MIB | €28,986 | 95.22% | 70.23% | 2.28 |
| CAC 40 | €153,623 | 96.13% | 88.06% | 1.68 |
| DAX | €97,835 | 91.09% | 81.66% | 1.62 |
| EURO STOXX 50 | €99,323 | 92.26% | 85.39% | 0.99 |
| STOXX Europe 50 | €75,090 | 92.32% | 85.18% | 0.95 |
| BEL20 | €3,741 | 79.25% | 76.37% | 0.39 |
| AEX | €-30,052 | 63.21% | 59.39% | -2.12 |
Data for 2019-12-06 to 2019-12-12 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.
- Better
- 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.
- bps
- 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.