CXE Taker Opportunity
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| ISEQ 20 | €24,582 | 94.33% | 43.98% | 2.61 |
| ATX | €33,717 | 92.16% | 40.37% | 2.21 |
| AMX | €37,321 | 93.83% | 38.72% | 1.86 |
| FTSE 250 | €173,280 | 96.00% | 34.90% | 1.69 |
| MDAX | €181,832 | 96.97% | 38.02% | 1.62 |
| PSI20 | €13,128 | 97.85% | 39.94% | 1.52 |
| SMIM | €46,891 | 95.82% | 27.32% | 1.29 |
| FTSERIOB | €13,348 | 96.30% | 30.01% | 1.27 |
| OMXH25 | €86,840 | 95.41% | 37.48% | 1.10 |
| OBX | €46,605 | 95.47% | 31.91% | 0.97 |
| IBEX 35 | €176,565 | 92.77% | 38.45% | 0.92 |
| CAC Next20 | €65,233 | 97.30% | 29.12% | 0.89 |
| FTSE MIB | €162,885 | 92.32% | 36.54% | 0.82 |
| OMXC20 | €65,301 | 93.18% | 31.79% | 0.79 |
| SMI | €108,739 | 98.16% | 26.97% | 0.65 |
| OMXS30 | €87,916 | 94.56% | 29.46% | 0.64 |
| BEL20 | €56,777 | 95.29% | 27.46% | 0.61 |
| FTSE 100 | €321,122 | 96.50% | 31.04% | 0.59 |
| CAC 40 | €251,894 | 96.69% | 28.54% | 0.57 |
| DAX | €246,106 | 95.92% | 31.12% | 0.54 |
| EURO STOXX 50 | €447,022 | 94.79% | 31.85% | 0.49 |
| AEX | €119,514 | 95.15% | 29.80% | 0.49 |
| STOXX Europe 50 | €406,884 | 95.21% | 30.77% | 0.44 |
Data for 2018-09-12 to 2018-09-18 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.