CXE Taker Opportunity
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| FTSE 250 | €117,599 | 94.38% | 35.36% | 2.33 |
| ISEQ 20 | €16,625 | 96.22% | 36.08% | 1.87 |
| ATX | €26,366 | 90.54% | 29.57% | 1.76 |
| FTSERIOB | €13,849 | 98.47% | 43.38% | 1.66 |
| AMX | €24,877 | 92.57% | 31.50% | 1.36 |
| PSI20 | €8,244 | 96.32% | 33.01% | 1.23 |
| BEL20 | €80,922 | 93.16% | 29.91% | 1.20 |
| MDAX | €115,551 | 91.81% | 30.89% | 1.05 |
| OBX | €40,548 | 95.20% | 31.94% | 1.01 |
| SMIM | €686 | 84.12% | 36.21% | 0.88 |
| OMXH25 | €42,597 | 94.92% | 32.40% | 0.83 |
| CAC Next20 | €43,185 | 93.31% | 28.25% | 0.80 |
| OMXC20 | €60,054 | 92.45% | 32.87% | 0.77 |
| FTSE 100 | €250,893 | 95.91% | 32.26% | 0.71 |
| OMXS30 | €72,254 | 94.96% | 28.75% | 0.61 |
| FTSE MIB | €69,964 | 91.52% | 29.75% | 0.57 |
| IBEX 35 | €78,065 | 89.26% | 29.58% | 0.54 |
| CAC 40 | €149,787 | 95.36% | 25.37% | 0.45 |
| AEX | €70,898 | 95.50% | 27.16% | 0.44 |
| DAX | €133,079 | 93.96% | 26.05% | 0.36 |
| STOXX Europe 50 | €200,700 | 94.02% | 27.77% | 0.33 |
| EURO STOXX 50 | €219,193 | 93.39% | 26.09% | 0.32 |
Data for 2019-11-05 to 2019-11-11 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.