Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
Data for 2024-05-08 to 2024-05-14 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 | 364,463,712 | 1,597,058 | 0 | 366,060,770 | 13,756,947 | 2,660.92 |
SANe | 254,129,733 | 3,644,683 | 0 | 257,774,417 | 29,493,636 | 874.00 |
ASMLa | 204,482,738 | 19,246,489 | 0 | 223,729,226 | 104,356,511 | 214.39 |
BBVAe | 191,701,616 | 16,565,971 | 0 | 208,267,587 | 46,096,085 | 451.81 |
EVOs | 204,337,346 | 1,364,924 | 0 | 205,702,269 | 9,761,315 | 2,107.32 |
SAPd | 111,485,388 | 7,012,888 | 0 | 118,498,276 | 54,433,576 | 217.69 |
AMSe | 107,471,500 | 3,549,607 | 0 | 111,021,107 | 18,307,147 | 606.44 |
INGAa | 95,213,795 | 14,927,867 | 0 | 110,141,662 | 81,940,302 | 134.42 |
SANp | 98,727,929 | 8,945,949 | 0 | 107,673,878 | 56,019,090 | 192.21 |
NOVOBc | 83,251,709 | 18,384,712 | 0 | 101,636,421 | 112,175,381 | 90.60 |
BNPp | 91,183,900 | 9,134,048 | 0 | 100,317,948 | 38,122,966 | 263.14 |
IFXd | 84,901,679 | 10,655,957 | 0 | 95,557,636 | 73,695,816 | 129.66 |
SABe | 82,962,394 | 11,646,800 | 0 | 94,609,194 | 28,432,414 | 332.75 |
STLAMm | 87,432,700 | 4,942,811 | 0 | 92,375,511 | 51,245,640 | 180.26 |
RIp | 85,941,771 | 2,201,772 | 0 | 88,143,544 | 14,339,590 | 614.69 |
ENELm | 74,060,473 | 11,998,587 | 0 | 86,059,060 | 45,310,868 | 189.93 |
SUp | 73,907,777 | 10,728,148 | 0 | 84,635,926 | 61,419,338 | 137.80 |
MCp | 78,178,521 | 5,489,034 | 0 | 83,667,555 | 54,756,384 | 152.80 |
ITXe | 79,695,676 | 3,409,928 | 0 | 83,105,604 | 22,744,188 | 365.39 |
SIEd | 67,540,073 | 6,651,636 | 0 | 74,191,709 | 58,828,775 | 126.11 |
DHLd | 63,270,049 | 3,847,941 | 0 | 67,117,989 | 28,903,491 | 232.21 |
MBGd | 56,026,701 | 10,674,216 | 0 | 66,700,917 | 74,355,938 | 89.70 |
ELEe | 62,269,520 | 4,239,807 | 0 | 66,509,327 | 7,109,247 | 935.53 |
PRXa | 54,998,756 | 10,881,291 | 0 | 65,880,048 | 47,776,985 | 137.89 |
MUV2d | 60,234,769 | 5,600,131 | 0 | 65,834,901 | 34,625,044 | 190.14 |
Data for 2024-05-08 to 2024-05-14 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.