DXE Taker Opportunity
|Index||Notional Improved||At or Better||Better||bps|
|STOXX Europe 50||€54,821||85.74%||83.90%||1.16|
|EURO STOXX 50||€68,923||85.85%||84.08%||1.06|
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.
- 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.