Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 155,689 | 97.97% | 79.33% | 5.35 |
Cboe CH 20 | 230,377 | 98.18% | 73.55% | 1.83 |
Data for 2024-04-18 to 2024-04-24 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) |
---|---|---|---|---|---|---|
RIOl | 299,786,760 | 2,895,836 | 153 | 302,682,749 | 8,814,967 | 3,433.74 |
IFXd | 288,759,461 | 29,444 | 226 | 288,789,131 | 136,439 | 211,661.72 |
SAPd | 186,357,109 | 62,302 | 405 | 186,419,816 | 753,415 | 24,743.31 |
ASMLa | 170,550,654 | 1,551,755 | 0 | 172,102,409 | 658,345 | 26,141.67 |
ORp | 151,381,135 | 29,614 | 0 | 151,410,749 | 111,838 | 135,383.99 |
AHTl | 108,201,518 | 4,634,510 | 0 | 112,836,029 | 4,310,768 | 2,617.54 |
DGEl | 109,172,133 | 2,311,754 | 0 | 111,483,886 | 7,081,963 | 1,574.19 |
NOVNz | 101,414,774 | 7,134,893 | 0 | 108,549,666 | 8,794,521 | 1,234.29 |
TKWYa | 101,627,156 | 0 | 0 | 101,627,156 | 648 | 15,683,203.09 |
AIRp | 98,902,474 | 15,787 | 0 | 98,918,261 | 73,915 | 133,827.05 |
AZNl | 95,158,462 | 2,566,167 | 15,907 | 97,740,537 | 11,714,392 | 834.36 |
HOLNz | 94,346,656 | 1,612,022 | 0 | 95,958,677 | 5,752,496 | 1,668.12 |
ADYENa | 94,074,600 | 65,819 | 0 | 94,140,419 | 23,642 | 398,191.43 |
CFRz | 89,098,089 | 1,698,118 | 0 | 90,796,208 | 5,975,503 | 1,519.47 |
ITXe | 86,942,702 | 80,322 | 0 | 87,023,025 | 340,956 | 25,523.24 |
LSEGl | 79,326,692 | 1,144,039 | 0 | 80,470,731 | 8,065,025 | 997.77 |
NESNz | 76,358,054 | 3,550,045 | 0 | 79,908,099 | 9,367,998 | 852.99 |
SUp | 79,675,921 | 49,061 | 0 | 79,724,982 | 303,872 | 26,236.37 |
RKTl | 73,958,527 | 5,624,972 | 0 | 79,583,500 | 6,818,384 | 1,167.19 |
RACEm | 78,098,235 | 701 | 0 | 78,098,936 | 221,515 | 35,256.73 |
HEIAa | 76,632,159 | 0 | 0 | 76,632,159 | 4,460 | 1,718,209.84 |
BNPp | 76,438,834 | 68,699 | 0 | 76,507,533 | 33,691 | 227,085.97 |
HSBAl | 69,713,426 | 2,558,957 | 0 | 72,272,383 | 9,396,610 | 769.13 |
MCp | 66,691,391 | 5,908 | 0 | 66,697,299 | 121,537 | 54,878.18 |
MUV2d | 64,344,164 | 6,516 | 0 | 64,350,680 | 35,285 | 182,374.04 |
Data for 2024-04-18 to 2024-04-24 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.