Index Market EBBO GREATEST SIZE EBBO SETTER RELATIVE SPREAD MARKET DEPTH
CAC 40 MTF Average 39% 0% 3% 19.50 18 036.28
Euronext 78% 40% 65% 3.26 56 387.23
BEL 20 MTF Average 37% 1% 5% 24.73 25 624.01
Euronext 89% 57% 73% 4.17 102 370.47
AEX-Index MTF Average 42% 0% 4% 21.76 23 419.81
Euronext 84% 52% 73% 3.58 85 896.92
PSI 20 MTF Average 32% 1% 5% 123.40 7 432.96
Euronext 87% 52% 71% 13.49 22 260.26
BLUE CHIPS MTF Average 37% 1% 5% 22.34 19 928.67
Euronext 84% 49% 69% 3.83 68 787.74
Domestic MTF Average 34% 1% 6% . .
Euronext 86% 61% 74% . .
11/2017

EBBO: European Best Bid and Offer (%) GREATEST SIZE : EBBO with greatest size (%) EBBO SETTER : EBBO Setter (%) RELATIVE SPREAD : Relative spread at quote (BPS) MARKET DEPTH : Displayed Market Depth (EUR)