Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 88,228 | 92.65% | 35.31% | 1.71 |
| Cboe CH 20 | 170,050 | 96.00% | 30.25% | 0.78 |
Data for 2024-04-12 to 2024-04-18 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) |
|---|---|---|---|---|---|---|
| MCp | 191,248,300 | 1,335,968 | 0 | 192,584,268 | 260,219 | 74,008.53 |
| RIOl | 172,680,917 | 8,907,796 | 0 | 181,588,713 | 51,755,042 | 350.86 |
| UCBb | 139,439,796 | 0 | 0 | 139,439,796 | 15,550 | 896,718.95 |
| NESNz | 100,179,466 | 12,116,546 | 0 | 112,296,012 | 52,425,950 | 214.20 |
| ASMLa | 110,732,887 | 347,124 | 0 | 111,080,010 | 903,969 | 12,288.03 |
| ORp | 107,224,871 | 191,853 | 0 | 107,416,724 | 275,516 | 38,987.47 |
| PGHNz | 55,830,830 | 37,775,523 | 0 | 93,606,353 | 13,122,060 | 713.35 |
| BPl | 82,625,565 | 10,791,380 | 0 | 93,416,946 | 56,667,419 | 164.85 |
| BNPp | 90,587,608 | 42,748 | 0 | 90,630,356 | 40,927 | 221,443.93 |
| NOVOBc | 86,427,989 | 43,679 | 0 | 86,471,668 | 158,948 | 54,402.49 |
| CFRz | 74,972,199 | 7,400,701 | 0 | 82,372,900 | 35,701,127 | 230.73 |
| DGEl | 74,652,329 | 3,167,382 | 0 | 77,819,711 | 25,730,537 | 302.44 |
| VWSc | 71,645,018 | 36,306 | 0 | 71,681,324 | 40,938 | 175,097.28 |
| ADSd | 67,318,497 | 94,438 | 0 | 67,412,935 | 215,516 | 31,279.78 |
| AZNl | 57,015,773 | 8,965,263 | 0 | 65,981,036 | 50,675,756 | 130.20 |
| ASMa | 61,986,986 | 0 | 0 | 61,986,986 | 35,049 | 176,858.07 |
| HSBAl | 56,673,167 | 5,159,012 | 0 | 61,832,179 | 30,932,392 | 199.89 |
| WISEl | 59,782,657 | 1,269,564 | 0 | 61,052,221 | 7,841,935 | 778.54 |
| HEIAa | 59,530,086 | 0 | 0 | 59,530,086 | 15,309 | 388,856.79 |
| BTl | 57,192,848 | 567,685 | 0 | 57,760,533 | 4,290,005 | 1,346.40 |
| KERp | 57,712,776 | 11,187 | 0 | 57,723,962 | 22,435 | 257,294.24 |
| ABFl | 56,525,456 | 455,388 | 0 | 56,980,844 | 4,343,002 | 1,312.02 |
| SHELl | 47,799,225 | 5,989,649 | 0 | 53,788,873 | 38,707,072 | 138.96 |
| AMSe | 53,676,215 | 0 | 0 | 53,676,215 | 4,503 | 1,192,010.10 |
| IAGl | 51,331,329 | 2,334,698 | 0 | 53,666,028 | 7,472,593 | 718.17 |
Data for 2024-04-12 to 2024-04-18 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.