Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 71,084 | 97.38% | 69.28% | 3.94 |
| Cboe CH 20 | 173,280 | 97.39% | 65.11% | 1.63 |
Data for 2023-09-18 to 2023-09-22 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) |
|---|---|---|---|---|---|---|
| NOVNz | 686,313,708 | 6,995,188 | 19 | 693,308,916 | 9,732,127 | 7,123.92 |
| BNPp | 398,737,015 | 17,218 | 0 | 398,754,233 | 101,545 | 392,687.22 |
| LLOYl | 243,802,559 | 2,180,400 | 0 | 245,982,958 | 8,746,958 | 2,812.21 |
| ROGz | 231,069,492 | 3,836,317 | 0 | 234,905,808 | 11,239,734 | 2,089.96 |
| MBGd | 208,444,086 | 5,911 | 0 | 208,449,997 | 32,949 | 632,644.38 |
| PHIAa | 205,341,427 | 0 | 0 | 205,341,427 | 0 | n/a |
| DSYp | 183,948,813 | 0 | 0 | 183,948,813 | 632 | 29,105,824.84 |
| CAPp | 178,466,333 | 0 | 0 | 178,466,333 | 24,132 | 739,542.24 |
| PUBp | 158,804,537 | 0 | 0 | 158,804,537 | 2,230 | 7,121,279.69 |
| GLEp | 157,033,153 | 4,061 | 0 | 157,037,214 | 144,523 | 108,658.98 |
| SIKAz | 127,627,152 | 856,542 | 50 | 128,483,744 | 3,178,941 | 4,041.72 |
| ENTl | 127,766,061 | 514,088 | 0 | 128,280,149 | 1,503,343 | 8,532.99 |
| AZNl | 113,167,819 | 7,523,643 | 2,369 | 120,693,831 | 11,632,183 | 1,037.59 |
| NOVOBc | 116,431,609 | 1,605 | 0 | 116,433,215 | 125,776 | 92,571.89 |
| ULVRl | 111,686,011 | 492,890 | 0 | 112,178,900 | 5,883,048 | 1,906.82 |
| BPl | 107,546,751 | 4,279,904 | 859 | 111,827,514 | 16,688,204 | 670.10 |
| CRHl | 88,804,928 | 22,503,012 | 0 | 111,307,940 | 14,211,810 | 783.21 |
| BNZLl | 98,457,490 | 240,949 | 0 | 98,698,439 | 1,249,179 | 7,901.06 |
| ORp | 96,481,171 | 2,205 | 0 | 96,483,376 | 14,578 | 661,842.34 |
| HSBAl | 92,581,146 | 2,887,869 | 0 | 95,469,015 | 11,800,207 | 809.05 |
| BATSl | 90,443,135 | 1,343,143 | 0 | 91,786,278 | 3,154,172 | 2,910.00 |
| REPe | 91,718,444 | 49,703 | 0 | 91,768,147 | 50,944 | 180,135.34 |
| NESNz | 87,993,115 | 3,009,228 | 0 | 91,002,344 | 16,154,298 | 563.33 |
| MCp | 90,862,119 | 13,670 | 0 | 90,875,789 | 124,639 | 72,911.20 |
| SAFp | 88,768,853 | 0 | 0 | 88,768,853 | 24,234 | 366,298.81 |
Data for 2023-09-18 to 2023-09-22 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.