DXE Taker Opportunity
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| ISEQ 20 | €242,359 | 88.33% | 80.92% | 15.24 |
| ATX | €123,221 | 71.41% | 54.58% | 13.13 |
| OMXC20 | €226,551 | 74.03% | 69.86% | 10.83 |
| CAC Next20 | €20,275 | 92.03% | 81.92% | 6.75 |
| PSI20 | €15,833 | 68.27% | 47.87% | 6.09 |
| AMX | €1,491 | 90.49% | 87.73% | 5.07 |
| OMXH25 | €4,251 | 84.91% | 83.02% | 4.68 |
| MDAX | €29,907 | 100.00% | 95.56% | 4.38 |
| OMXS30 | €52,300 | 82.97% | 80.02% | 3.83 |
| CAC 40 | €141,868 | 88.48% | 87.02% | 3.64 |
| FTSE MIB | €6,035 | 77.21% | 74.32% | 1.73 |
| STOXX Europe 50 | €69,047 | 81.89% | 79.88% | 1.54 |
| DAX | €54,693 | 78.00% | 74.05% | 1.41 |
| EURO STOXX 50 | €68,769 | 81.57% | 78.70% | 1.14 |
| BEL20 | €10,170 | 74.93% | 71.53% | 1.02 |
| AEX | €-19,334 | 59.03% | 55.27% | -1.33 |
Data for 2020-06-29 to 2020-07-03 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.