DXE Taker Opportunity
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| ATX | €821,226 | 90.02% | 68.99% | 14.54 |
| PSI20 | €93,828 | 83.94% | 74.60% | 9.05 |
| ISEQ 20 | €508,602 | 91.32% | 73.63% | 8.11 |
| AMX | €15,718 | 96.33% | 62.03% | 4.90 |
| MDAX | €42,147 | 100.00% | 98.80% | 4.58 |
| OMXH25 | €4,154 | 85.68% | 83.41% | 4.53 |
| CAC Next20 | €36,896 | 96.95% | 75.46% | 3.85 |
| OMXC20 | €263,235 | 94.88% | 77.72% | 2.92 |
| FTSE MIB | €42,408 | 94.78% | 76.84% | 2.66 |
| OMXS30 | €43,635 | 87.59% | 75.43% | 2.33 |
| DAX | €248,277 | 93.96% | 85.20% | 2.20 |
| CAC 40 | €181,865 | 95.51% | 89.56% | 1.56 |
| BEL20 | €15,577 | 80.93% | 78.26% | 1.47 |
| STOXX Europe 50 | €155,454 | 92.57% | 87.85% | 1.42 |
| EURO STOXX 50 | €169,832 | 92.09% | 87.06% | 1.26 |
| AEX | €-41,869 | 60.12% | 55.93% | -2.51 |
Data for 2019-10-09 to 2019-10-15 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.