CXE Taker Opportunity
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| ISEQ 20 | €45,736 | 92.83% | 49.30% | 3.93 |
| FTSE 250 | €190,069 | 95.77% | 37.42% | 2.09 |
| ATX | €33,037 | 90.08% | 38.69% | 1.77 |
| AMX | €40,553 | 94.42% | 42.08% | 1.74 |
| PSI20 | €14,312 | 97.35% | 36.65% | 1.43 |
| MDAX | €169,405 | 95.64% | 34.36% | 1.30 |
| SMIM | €46,843 | 95.98% | 24.40% | 1.27 |
| FTSERIOB | €11,123 | 97.45% | 30.12% | 0.92 |
| IBEX 35 | €166,612 | 91.95% | 36.19% | 0.91 |
| CAC Next20 | €53,160 | 96.58% | 31.66% | 0.91 |
| OBX | €45,300 | 96.02% | 30.28% | 0.90 |
| OMXH25 | €65,223 | 95.76% | 27.90% | 0.79 |
| OMXC20 | €46,578 | 94.90% | 27.65% | 0.75 |
| FTSE MIB | €110,735 | 93.43% | 30.93% | 0.74 |
| FTSE 100 | €353,345 | 96.60% | 31.12% | 0.67 |
| DAX | €265,722 | 95.01% | 31.61% | 0.64 |
| OMXS30 | €85,882 | 94.35% | 30.18% | 0.61 |
| BEL20 | €39,363 | 94.66% | 27.23% | 0.59 |
| CAC 40 | €200,960 | 95.74% | 25.42% | 0.49 |
| EURO STOXX 50 | €394,875 | 94.05% | 28.99% | 0.47 |
| AEX | €90,549 | 95.24% | 30.59% | 0.44 |
| SMI | €78,063 | 96.46% | 20.85% | 0.43 |
| STOXX Europe 50 | €340,645 | 94.33% | 28.51% | 0.37 |
Data for 2019-03-11 to 2019-03-15 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.