Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 120,726 | 98.14% | 80.52% | 4.77 |
Cboe CH 20 | 188,689 | 98.43% | 73.35% | 1.92 |
Data for 2024-05-16 to 2024-05-22 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) |
---|---|---|---|---|---|---|
UHRNz | 1,947,282,538 | 10,779 | 0 | 1,947,293,317 | 161,111 | 1,208,665.65 |
HELNz | 511,302,628 | 26,332 | 0 | 511,328,960 | 194,286 | 263,183.64 |
NOVOBc | 351,023,206 | 802,314 | 0 | 351,825,519 | 218,462 | 161,046.55 |
BDEVl | 244,241,020 | 132,880 | 0 | 244,373,900 | 1,271,488 | 19,219.52 |
RKTl | 237,720,527 | 1,127,142 | 6,190 | 238,853,858 | 4,937,440 | 4,837.61 |
AZNl | 212,719,916 | 1,989,197 | 3,106 | 214,712,219 | 10,020,746 | 2,142.68 |
EVOs | 183,944,659 | 0 | 0 | 183,944,659 | 3,708 | 4,960,751.32 |
BALNz | 182,350,695 | 56,873 | 0 | 182,407,568 | 473,842 | 38,495.44 |
SAPd | 179,476,002 | 10,520 | 0 | 179,486,522 | 77,813 | 230,663.93 |
ORp | 160,711,871 | 13,774 | 0 | 160,725,645 | 54,768 | 293,466.34 |
RIOl | 144,266,763 | 2,120,455 | 1,431 | 146,388,649 | 11,119,002 | 1,316.56 |
LSEGl | 142,147,908 | 3,695,501 | 0 | 145,843,410 | 6,761,933 | 2,156.83 |
HEIAa | 140,676,277 | 2,742,682 | 0 | 143,418,958 | 249,380 | 57,510.21 |
BTl | 132,238,550 | 1,746,831 | 921 | 133,986,301 | 6,403,107 | 2,092.52 |
STLAPp | 131,451,209 | 0 | 0 | 131,451,209 | 13,455 | 976,969.22 |
AHTl | 117,727,538 | 846,993 | 0 | 118,574,531 | 2,640,351 | 4,490.86 |
PSONl | 113,585,023 | 1,165,164 | 0 | 114,750,186 | 4,434,840 | 2,587.47 |
ISPm | 108,176,409 | 12,447 | 0 | 108,188,856 | 192,532 | 56,192.66 |
SOONz | 99,851,395 | 5,732,636 | 0 | 105,584,031 | 4,987,776 | 2,116.86 |
MCp | 102,993,632 | 119,349 | 0 | 103,112,981 | 239,471 | 43,058.65 |
EQNRo | 100,121,111 | 0 | 0 | 100,121,111 | 3,904 | 2,564,577.64 |
GLENl | 85,634,096 | 9,509,973 | 72 | 95,144,141 | 10,489,442 | 907.05 |
SANp | 89,423,428 | 7,395 | 0 | 89,430,824 | 50,795 | 176,062.26 |
BBVAe | 89,211,801 | 556 | 0 | 89,212,357 | 35,585 | 250,702.14 |
DSYp | 88,726,711 | 50,161 | 0 | 88,776,871 | 43,103 | 205,964.48 |
Data for 2024-05-16 to 2024-05-22 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.