Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 46,781 | 92.27% | 34.06% | 1.58 |
Cboe CH 20 | 121,871 | 93.84% | 31.81% | 0.74 |
Data for 2024-05-07 to 2024-05-13 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) |
---|---|---|---|---|---|---|
DSYp | 696,503,498 | 0 | 0 | 696,503,498 | 8 | 8,706,293,725.00 |
BBVAe | 153,051,154 | 1,237 | 0 | 153,052,391 | 156,529 | 97,778.94 |
RYAi | 113,892,153 | 0 | 0 | 113,892,153 | 16,758 | 679,628.55 |
BNp | 107,519,144 | 164 | 0 | 107,519,309 | 6,781 | 1,585,596.65 |
SANe | 101,351,265 | 26,685 | 0 | 101,377,950 | 136,606 | 74,211.93 |
NESNz | 80,598,866 | 16,618,109 | 536 | 97,217,511 | 56,755,965 | 171.29 |
NOVOBc | 96,024,334 | 39,243 | 0 | 96,063,577 | 84,926 | 113,114.45 |
NESTEh | 90,325,636 | 0 | 0 | 90,325,636 | 2,493 | 3,623,170.32 |
LRp | 84,403,945 | 0 | 0 | 84,403,945 | 518 | 16,294,197.88 |
ASSABs | 82,977,600 | 0 | 0 | 82,977,600 | 32,907 | 252,157.90 |
SABe | 81,782,205 | 8,489 | 0 | 81,790,694 | 107,005 | 76,436.33 |
STLAMm | 77,426,297 | 169,950 | 0 | 77,596,247 | 59,099 | 131,298.75 |
CLNXe | 69,403,169 | 153,101 | 0 | 69,556,271 | 8,119 | 856,709.83 |
CFRz | 63,372,377 | 2,284,973 | 0 | 65,657,350 | 20,154,637 | 325.77 |
UBSGz | 50,178,295 | 9,914,214 | 0 | 60,092,508 | 65,346,931 | 91.96 |
SIEd | 59,555,163 | 70,339 | 0 | 59,625,502 | 35,670 | 167,158.68 |
BASd | 56,972,238 | 2,253,262 | 0 | 59,225,500 | 79,553 | 74,447.85 |
STANl | 25,459,437 | 31,518,966 | 0 | 56,978,404 | 17,377,476 | 327.89 |
BESIa | 55,767,238 | 0 | 0 | 55,767,238 | 31,415 | 177,517.87 |
RKTl | 52,957,925 | 2,088,945 | 0 | 55,046,870 | 12,462,613 | 441.70 |
NOVNz | 47,848,347 | 5,838,763 | 0 | 53,687,109 | 42,899,356 | 125.15 |
BPl | 46,985,009 | 5,937,726 | 0 | 52,922,735 | 43,111,288 | 122.76 |
SAPd | 52,320,879 | 1,157 | 0 | 52,322,035 | 32,557 | 160,709.02 |
MUV2d | 51,673,968 | 0 | 0 | 51,673,968 | 9,386 | 550,543.02 |
NWGl | 48,460,594 | 2,155,003 | 0 | 50,615,597 | 14,351,296 | 352.69 |
Data for 2024-05-07 to 2024-05-13 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.