Everton spent a record £28 million to land the Belgian.
"It was a big statement," Baines told the Liverpool Echo.
"Rom was linked to loads of clubs and I think the Chelsea fans would have liked to have him back there as well. So it was a brilliant signing for us.
"Everyone is back now and I think the gaffer will be working on another couple of things he wants to do, but it's great to have Rom back and Gaz (Barry) as well."
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