DXE Taker Opportunity
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| AMX | €438,170 | 96.50% | 93.31% | 24.76 |
| ATX | €113,444 | 73.17% | 56.14% | 15.02 |
| ISEQ 20 | €247,175 | 92.89% | 88.53% | 14.62 |
| OMXC20 | €176,980 | 75.10% | 70.88% | 7.17 |
| PSI20 | €11,954 | 66.38% | 44.74% | 5.13 |
| CAC Next20 | €11,844 | 90.48% | 77.94% | 3.83 |
| MDAX | €50,946 | 99.98% | 96.21% | 3.56 |
| OMXH25 | €2,988 | 83.58% | 81.04% | 3.05 |
| OMXS30 | €38,861 | 83.17% | 80.17% | 2.88 |
| CAC 40 | €108,830 | 91.58% | 90.08% | 2.62 |
| DAX | €63,746 | 81.58% | 79.00% | 1.71 |
| STOXX Europe 50 | €54,821 | 85.74% | 83.90% | 1.16 |
| EURO STOXX 50 | €68,923 | 85.85% | 84.08% | 1.06 |
| FTSE MIB | €1,287 | 73.04% | 70.16% | 0.41 |
| BEL20 | €1,886 | 73.90% | 70.00% | 0.22 |
| AEX | €-54,172 | 58.35% | 53.77% | -3.30 |
Data for 2020-09-23 to 2020-09-29 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.