DXE Taker Opportunity
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
ISEQ 20 | €55,130 | 97.82% | 64.48% | 3.52 |
ATX | €62,138 | 96.17% | 48.44% | 3.47 |
PSI20 | €49,039 | 97.91% | 55.24% | 3.12 |
AMX | €71,614 | 94.97% | 47.44% | 2.45 |
MDAX | €258,879 | 95.57% | 51.38% | 2.06 |
OBX | €89,105 | 94.25% | 48.06% | 1.72 |
CAC Next20 | €96,087 | 95.50% | 48.35% | 1.70 |
IBEX 35 | €203,127 | 93.52% | 48.32% | 1.35 |
BEL20 | €64,875 | 94.65% | 46.34% | 1.14 |
CAC 40 | €442,418 | 95.89% | 44.44% | 0.97 |
FTSE MIB | €122,227 | 92.32% | 45.17% | 0.94 |
DAX | €295,418 | 95.52% | 45.45% | 0.86 |
EURO STOXX 50 | €514,694 | 95.09% | 43.81% | 0.75 |
AEX | €157,730 | 93.78% | 42.93% | 0.74 |
STOXX Europe 50 | €322,463 | 94.80% | 43.02% | 0.66 |
Data for 2021-01-08 to 2021-01-14 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.