Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
Data for 2024-04-19 to 2024-04-25 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) |
|---|---|---|---|---|---|---|
| ASMLa | 434,713,410 | 29,455,880 | 0 | 464,169,290 | 194,294,455 | 238.90 |
| SAPd | 408,520,498 | 19,055,347 | 0 | 427,575,846 | 130,631,544 | 327.31 |
| SUp | 161,787,631 | 26,902,774 | 0 | 188,690,405 | 96,802,451 | 194.92 |
| MCp | 153,890,931 | 11,801,302 | 0 | 165,692,233 | 94,729,156 | 174.91 |
| IFXd | 149,799,964 | 7,778,250 | 0 | 157,578,214 | 72,024,950 | 218.78 |
| ADYENa | 127,270,983 | 29,462,335 | 0 | 156,733,317 | 69,276,179 | 226.24 |
| AIRp | 134,668,179 | 9,713,437 | 0 | 144,381,616 | 58,456,444 | 246.99 |
| SANp | 123,648,674 | 12,320,300 | 0 | 135,968,975 | 70,888,878 | 191.81 |
| BNPp | 117,862,177 | 10,204,273 | 0 | 128,066,450 | 55,006,832 | 232.82 |
| ORp | 109,565,146 | 9,400,923 | 0 | 118,966,069 | 63,904,195 | 186.16 |
| FERe | 115,317,552 | 2,935,812 | 0 | 118,253,363 | 13,546,596 | 872.94 |
| SIEd | 111,050,239 | 6,825,326 | 0 | 117,875,564 | 61,972,133 | 190.21 |
| TTEp | 99,987,379 | 13,158,822 | 0 | 113,146,201 | 70,907,296 | 159.57 |
| SHELLa | 106,383,278 | 3,852,735 | 0 | 110,236,013 | 40,526,716 | 272.01 |
| ITXe | 97,882,468 | 7,959,193 | 0 | 105,841,661 | 28,417,100 | 372.46 |
| ADSd | 94,247,588 | 5,427,907 | 0 | 99,675,495 | 40,540,600 | 245.87 |
| BBVAe | 85,540,984 | 7,540,884 | 0 | 93,081,868 | 38,861,006 | 239.53 |
| RACEm | 85,877,320 | 6,435,386 | 0 | 92,312,705 | 29,408,834 | 313.89 |
| INGAa | 83,064,274 | 4,520,356 | 0 | 87,584,630 | 43,576,925 | 200.99 |
| SANe | 63,325,712 | 19,394,201 | 0 | 82,719,912 | 53,674,268 | 154.11 |
| NOVOBc | 65,851,626 | 11,924,626 | 0 | 77,776,252 | 69,570,419 | 111.80 |
| VOLVBs | 70,278,147 | 7,489,903 | 0 | 77,768,051 | 41,206,942 | 188.73 |
| EQNRo | 70,659,903 | 6,901,190 | 0 | 77,561,093 | 35,956,475 | 215.71 |
| ENELm | 58,060,830 | 17,890,439 | 0 | 75,951,270 | 34,742,699 | 218.61 |
| ENIm | 71,477,064 | 3,528,819 | 0 | 75,005,882 | 33,534,812 | 223.67 |
Data for 2024-04-19 to 2024-04-25 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.