Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 141,745 | 97.21% | 76.46% | 5.22 |
Cboe CH 20 | 245,771 | 98.21% | 73.35% | 1.95 |
Data for 2024-07-22 to 2024-07-26 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 | 508,127,309 | 7,375 | 0 | 508,134,684 | 86,599 | 586,767.38 |
SIEd | 424,999,270 | 1,101 | 0 | 425,000,371 | 75,092 | 565,972.90 |
TKWYa | 350,084,218 | 0 | 0 | 350,084,218 | 4 | 8,752,105,450.00 |
AZNl | 275,060,140 | 2,603,615 | 0 | 277,663,755 | 10,078,043 | 2,755.14 |
HLEd | 208,628,049 | 0 | 0 | 208,628,049 | 0 | n/a |
NESNz | 194,138,032 | 11,896,717 | 0 | 206,034,748 | 15,309,199 | 1,345.82 |
SAPd | 184,296,990 | 481,041 | 0 | 184,778,031 | 436,981 | 42,285.14 |
SCMNz | 163,166,619 | 2,133,509 | 895 | 165,301,023 | 1,129,245 | 14,638.19 |
ORp | 153,202,534 | 0 | 0 | 153,202,534 | 6,732 | 2,275,735.80 |
ROGz | 122,597,763 | 3,952,490 | 0 | 126,550,253 | 17,000,549 | 744.39 |
NOVNz | 124,888,193 | 1,319,221 | 143 | 126,207,556 | 8,239,256 | 1,531.78 |
ULVRl | 118,269,452 | 7,189,577 | 2,837 | 125,461,865 | 14,809,664 | 847.16 |
BHPl | 119,855,678 | 3,703,817 | 0 | 123,559,495 | 2,926,600 | 4,221.95 |
RHMd | 119,630,574 | 1,425,291 | 0 | 121,055,865 | 24,213 | 499,962.27 |
ASSABs | 121,028,402 | 4,236 | 0 | 121,032,638 | 235,522 | 51,389.10 |
MLp | 120,777,853 | 5,842 | 0 | 120,783,695 | 13,533 | 892,512.34 |
MCp | 117,147,402 | 9,616 | 0 | 117,157,018 | 86,103 | 136,066.13 |
DSYp | 110,971,167 | 1,851 | 0 | 110,973,018 | 15,644 | 709,364.73 |
ALSNz | 54,386,738 | 51,265,746 | 0 | 105,652,484 | 293,311 | 36,020.63 |
PGHNz | 101,128,366 | 1,215,294 | 0 | 102,343,660 | 2,614,491 | 3,914.48 |
NOVOBc | 98,768,218 | 0 | 0 | 98,768,218 | 11,446 | 862,905.98 |
WISEl | 97,168,273 | 734,367 | 0 | 97,902,640 | 1,068,225 | 9,164.98 |
ENRd | 97,515,006 | 1,395 | 0 | 97,516,402 | 23,561 | 413,889.06 |
AIp | 92,298,866 | 0 | 0 | 92,298,866 | 19,872 | 464,466.92 |
MBGd | 86,049,726 | 0 | 0 | 86,049,726 | 64,987 | 132,410.68 |
Data for 2024-07-22 to 2024-07-26 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.