Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 98,138 | 98.11% | 77.02% | 4.86 |
Cboe CH 20 | 158,609 | 98.51% | 72.84% | 1.80 |
Data for 2024-05-27 to 2024-05-31 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.
Maker Reports
Symbol | Missed Liquidity (Avg EUR / day) | Exhausted Liquidity (Avg EUR / day) | Routed Liquidity (Avg EUR / day) | Notional Opportunity (Avg EUR / day) | Cboe ADN (EUR) | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
AMSz | 105,965,543,867 | 29,350 | 0 | 105,965,573,217 | 124,984 | 84,783,310.84 |
LEGd | 3,299,120,951 | 0 | 0 | 3,299,120,951 | 20,660 | 15,968,639.65 |
NESNz | 2,246,381,147 | 4,928,065 | 0 | 2,251,309,212 | 16,246,758 | 13,856.98 |
ABBNz | 436,899,512 | 1,528,953 | 0 | 438,428,465 | 6,669,155 | 6,573.97 |
RACEm | 389,346,117 | 227 | 0 | 389,346,345 | 25,464 | 1,529,007.01 |
PRUl | 310,150,674 | 2,815,806 | 0 | 312,966,480 | 2,135,035 | 14,658.61 |
SIEd | 271,998,379 | 2,955 | 0 | 272,001,335 | 42,895 | 634,109.65 |
DHLd | 213,503,120 | 36,374 | 0 | 213,539,494 | 160,676 | 132,900.68 |
NGl | 148,562,401 | 8,690,116 | 0 | 157,252,518 | 23,266,129 | 675.89 |
SAFp | 155,816,618 | 2,097 | 0 | 155,818,715 | 159,257 | 97,841.05 |
AMSe | 141,131,366 | 8,767 | 0 | 141,140,133 | 83,278 | 169,480.69 |
FLTRl | 105,304,203 | 33,134,489 | 0 | 138,438,691 | 23,091,394 | 599.53 |
CLNXe | 125,123,230 | 3,064 | 0 | 125,126,293 | 27,593 | 453,471.14 |
BNRd | 123,845,845 | 0 | 0 | 123,845,845 | 1,480 | 8,367,962.50 |
AZNl | 101,147,883 | 4,367,596 | 0 | 105,515,479 | 10,327,985 | 1,021.65 |
NWGl | 97,825,793 | 4,150,347 | 0 | 101,976,139 | 9,508,627 | 1,072.46 |
SANp | 90,208,049 | 0 | 0 | 90,208,049 | 95,821 | 94,142.25 |
HSBAl | 87,297,435 | 2,060,269 | 6,793 | 89,364,496 | 9,403,243 | 950.36 |
RIOl | 83,895,461 | 5,014,862 | 0 | 88,910,323 | 11,616,052 | 765.41 |
SANe | 87,211,591 | 0 | 0 | 87,211,591 | 37,617 | 231,840.90 |
BTl | 86,724,115 | 396,064 | 0 | 87,120,180 | 2,854,704 | 3,051.81 |
GRGl | 83,299,366 | 3,720,962 | 0 | 87,020,328 | 658,372 | 13,217.50 |
NOVNz | 84,677,547 | 1,113,377 | 0 | 85,790,924 | 4,913,199 | 1,746.13 |
AALl | 79,088,048 | 3,996,345 | 0 | 83,084,393 | 12,764,847 | 650.88 |
CFRz | 82,587,410 | 403,498 | 671 | 82,991,578 | 3,200,064 | 2,593.43 |
Data for 2024-05-27 to 2024-05-31 inclusive.
- Missed Liquidity
- This is a measure for the last week of the average daily notional value requested at a price equal or better than the EBBO where we had no liquidity.
- Exhausted Liquidity
- This is a measure for the last week of the average daily notional value requested at a price equal or better than the EBBO, which were partially filled.
- Routed Liquidity
- This number represents for the last week the average daily notional value on orders which were routed and filled on another venue or swept and filled on another book.
- Notional Opportunity
- This is a measure of the total average daily notional value of the missed, exhausted and routed liquidity.
- Cboe ADN
- Average Daily Notional value for the last week of shares matched on Cboe Europe for the security shown.
- Liquidity Opportunity
- Percentage of the ADN missed, exhausted or routed. The higher the percentage the larger the market making opportunity.