CXE Taker Opportunity
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| ISEQ 20 | €16,758 | 94.91% | 36.07% | 2.31 |
| FTSE 250 | €123,106 | 96.15% | 35.60% | 2.04 |
| AMX | €28,442 | 94.96% | 36.80% | 1.84 |
| ATX | €22,736 | 91.96% | 34.97% | 1.82 |
| PSI20 | €10,454 | 97.69% | 42.05% | 1.69 |
| FTSERIOB | €11,152 | 97.69% | 41.01% | 1.34 |
| MDAX | €125,144 | 95.46% | 32.43% | 1.23 |
| OMXH25 | €65,139 | 94.62% | 32.94% | 1.09 |
| OBX | €47,772 | 95.35% | 31.30% | 0.99 |
| OMXS30 | €154,176 | 94.91% | 33.93% | 0.88 |
| OMXC20 | €42,566 | 94.55% | 31.55% | 0.87 |
| CAC Next20 | €32,203 | 94.91% | 27.62% | 0.73 |
| IBEX 35 | €109,496 | 90.95% | 34.73% | 0.73 |
| FTSE MIB | €80,416 | 93.29% | 32.08% | 0.69 |
| FTSE 100 | €275,219 | 96.97% | 32.75% | 0.66 |
| SMIM | €1,065 | 80.11% | 25.43% | 0.65 |
| BEL20 | €43,047 | 93.85% | 33.07% | 0.60 |
| CAC 40 | €175,293 | 96.25% | 27.83% | 0.53 |
| AEX | €90,118 | 94.90% | 30.79% | 0.51 |
| DAX | €167,802 | 94.30% | 29.58% | 0.48 |
| EURO STOXX 50 | €287,151 | 93.67% | 29.99% | 0.41 |
| STOXX Europe 50 | €258,556 | 93.77% | 31.96% | 0.39 |
Data for 2019-07-16 to 2019-07-22 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.