Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
ATX | 459 | 100.00% | 97.55% | 5.40 |
AMX | 903 | 100.00% | 98.57% | 4.65 |
ISEQ 20 | 262 | 100.00% | 96.17% | 4.51 |
FTSE 250 | 215,692 | 95.58% | 63.78% | 4.15 |
PSI20 | 214 | 100.00% | 92.73% | 3.54 |
BEL20 | 750 | 98.14% | 90.83% | 3.14 |
MDAX | 4,115 | 99.78% | 99.31% | 3.11 |
CAC Next20 | 806 | 100.00% | 97.26% | 2.85 |
OBX | 2,608 | 99.99% | 99.04% | 2.81 |
IBEX 35 | 4,461 | 99.84% | 98.97% | 2.79 |
DAX | 6,823 | 99.87% | 98.42% | 1.85 |
SMIM | 2,912 | 83.29% | 54.48% | 1.83 |
FTSE MIB | 2,935 | 100.00% | 97.52% | 1.67 |
CAC 40 | 4,433 | 99.82% | 98.05% | 1.49 |
AEX | 4,095 | 99.65% | 97.86% | 1.48 |
EURO STOXX 50 | 6,847 | 99.88% | 97.41% | 1.31 |
FTSE 100 | 292,074 | 95.20% | 57.24% | 1.23 |
STOXX Europe 50 | 107,590 | 94.78% | 51.44% | 0.76 |
Data for 2021-04-14 to 2021-04-20 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) |
---|---|---|---|---|---|---|
DGEl | 186,091,626 | 4,985,529 | 0 | 191,077,154 | 6,610,958 | 2,890.31 |
UMIb | 143,987,513 | 0 | 0 | 143,987,513 | 1,500 | 9,599,167.53 |
DTEd | 143,521,185 | 23,446 | 0 | 143,544,630 | 147,920 | 97,042.07 |
ULVRl | 98,114,722 | 4,962,959 | 1,654 | 103,079,334 | 20,739,253 | 497.03 |
PAH3d | 90,137,352 | 451 | 0 | 90,137,804 | 170,278 | 52,935.67 |
RDSBl | 81,274,502 | 3,053,150 | 0 | 84,327,652 | 4,593,416 | 1,835.84 |
SNl | 58,714,360 | 19,500,666 | 0 | 78,215,025 | 3,145,053 | 2,486.92 |
SUp | 75,250,751 | 82 | 0 | 75,250,834 | 86,612 | 86,882.69 |
BPl | 71,244,787 | 2,432,394 | 0 | 73,677,181 | 12,828,806 | 574.31 |
NGl | 62,348,006 | 4,992,353 | 0 | 67,340,359 | 3,390,733 | 1,986.01 |
AZNl | 50,883,973 | 11,090,171 | 0 | 61,974,144 | 17,599,745 | 352.13 |
GSKl | 45,014,518 | 11,098,464 | 0 | 56,112,982 | 14,206,326 | 394.99 |
LRp | 54,359,521 | 113,448 | 0 | 54,472,969 | 94,800 | 57,460.94 |
STANl | 49,860,204 | 241,591 | 0 | 50,101,795 | 1,271,992 | 3,938.85 |
PHIAa | 47,882,343 | 0 | 0 | 47,882,343 | 50,739 | 94,369.90 |
ORp | 47,843,724 | 0 | 0 | 47,843,724 | 23,323 | 205,135.38 |
TKAd | 45,850,073 | 7,548 | 0 | 45,857,621 | 51,077 | 89,781.35 |
NOVNz | 36,928,633 | 1,378,154 | 0 | 38,306,786 | 12,333,808 | 310.58 |
UNAa | 37,402,241 | 154,584 | 0 | 37,556,825 | 155,786 | 24,107.96 |
CLNXe | 35,837,298 | 0 | 0 | 35,837,298 | 112,987 | 31,718.07 |
ADSd | 33,793,604 | 5,415 | 0 | 33,799,019 | 182,859 | 18,483.65 |
URWa | 32,993,702 | 10,271 | 0 | 33,003,973 | 32,016 | 103,085.87 |
AALl | 31,908,898 | 912,133 | 0 | 32,821,031 | 5,306,466 | 618.51 |
RIOl | 27,012,823 | 4,305,149 | 12,888 | 31,330,859 | 13,772,516 | 227.49 |
CFRz | 26,510,154 | 4,817,601 | 0 | 31,327,755 | 8,079,072 | 387.76 |
Data for 2021-04-14 to 2021-04-20 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.