A compilation of the frequency of mtDNA haplogroup L (the dominant Subsaharan type of this matrilineal genetic trait) from studies of populations Europe is found at AnthroSpain.
Bottom line? African matrilineal ancestry, after grouping multiple studies from the same places together to reduce the impact of statistical flukes, is between 1% and 2% in most of Southern Europe, and between 0.1% and 1% elsewhere in Europe. Thus, it is rare in all of these places, but not undiscernably absent in most of Europe either.
In rough, round numbers are something on the order of 1 million to 2 million Southern Europeans with sub-Saharan African matrilineal ancestry, and something between 300,000 and 3,000,000 other Europeans with sub-Saharan African matrilineal ancestry. The number of Europeans with some sub-Saharan African ancestry (post-Out of Africa era), is necessarily quite a bit greater. First, there are some African Y-DNA haplogroups found at modest frequencies in Europe (which show a South to North cline in overall frequency, and also a considerably different mix in the Southwest and the Southeast respectively), and these will often not overlap with matrilineal markers. Second, if you have a sub-Saharan African ancestor in your grandparents generation or later, there is a very good chance that you don't have either their matrilineal or patriline genetic traits. You have uniparental markers from only half of your grandparents, from only a quarter of your greatgrandparents, and so on.
Direct estimates of the percentage of African ancestry in Europeans are on the same order of magnitude as the percentage of African Non ecombining Y-DNA and mtDNA in Europeans, and shows similar geographic trends. But, while perhaps 97% or more of Europeans have neither African NRY-DNA or mtDNA, a much larger percentage of Europeans (perhaps even a majority in Southern Europe) have at least some fraction of a percentage or more of African autosomal genetic ancestry, even though those genes much up only a small percentage of the overall European autosomal gene pool.