Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 84,963 | 92.72% | 34.78% | 1.65 |
Cboe CH 20 | 185,577 | 96.33% | 31.90% | 0.86 |
Data for 2024-04-10 to 2024-04-16 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 | 300,052,737 | 694,917 | 0 | 300,747,654 | 985,803 | 30,507.89 |
MCp | 205,811,037 | 1,334,895 | 0 | 207,145,933 | 241,741 | 85,689.20 |
RIOl | 185,961,595 | 11,777,291 | 0 | 197,738,887 | 51,126,786 | 386.76 |
AIRp | 151,970,663 | 121,556 | 0 | 152,092,219 | 46,093 | 329,968.15 |
UCBb | 132,305,115 | 0 | 0 | 132,305,115 | 0 | n/a |
SUp | 122,725,737 | 34,603 | 0 | 122,760,340 | 309,137 | 39,710.66 |
PGHNz | 77,325,492 | 37,207,017 | 0 | 114,532,510 | 10,728,051 | 1,067.60 |
NESNz | 87,932,752 | 6,121,191 | 0 | 94,053,943 | 45,045,001 | 208.80 |
ORp | 88,148,010 | 184,477 | 0 | 88,332,487 | 251,793 | 35,081.39 |
ADSd | 87,513,111 | 1,797 | 0 | 87,514,908 | 26,776 | 326,840.86 |
NOVOBc | 85,064,945 | 174,637 | 0 | 85,239,582 | 122,721 | 69,458.02 |
ASSABs | 81,083,016 | 0 | 0 | 81,083,016 | 0 | n/a |
BNPp | 78,314,587 | 50,266 | 0 | 78,364,852 | 66,509 | 117,825.94 |
HSBAl | 67,248,851 | 9,131,746 | 0 | 76,380,597 | 47,754,720 | 159.94 |
RACEm | 74,157,381 | 4,099 | 0 | 74,161,480 | 25,162 | 294,736.03 |
AZNl | 53,798,403 | 19,704,033 | 0 | 73,502,436 | 61,586,668 | 119.35 |
CFRz | 63,306,266 | 4,458,724 | 0 | 67,764,990 | 32,848,790 | 206.29 |
BEId | 67,661,220 | 0 | 0 | 67,661,220 | 7,855 | 861,377.72 |
HEIAa | 62,589,057 | 0 | 0 | 62,589,057 | 29,834 | 209,791.03 |
AMSe | 62,330,009 | 0 | 0 | 62,330,009 | 2,768 | 2,251,806.68 |
BPl | 49,346,811 | 10,689,038 | 0 | 60,035,848 | 55,046,775 | 109.06 |
SPXl | 59,222,675 | 281,989 | 0 | 59,504,663 | 3,650,468 | 1,630.06 |
ABBNz | 56,940,658 | 1,911,017 | 0 | 58,851,675 | 35,036,872 | 167.97 |
WISEl | 57,202,314 | 1,100,397 | 0 | 58,302,712 | 6,041,457 | 965.04 |
SY1d | 57,294,764 | 0 | 0 | 57,294,764 | 4,380 | 1,308,099.63 |
Data for 2024-04-10 to 2024-04-16 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.