Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 64,291 | 97.39% | 59.14% | 3.35 |
| Cboe CH 20 | 100,871 | 97.21% | 55.51% | 1.23 |
Data for 2022-11-21 to 2022-11-25 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) |
|---|---|---|---|---|---|---|
| MTa | 1,086,283,914 | 0 | 0 | 1,086,283,914 | 21,660 | 5,015,161.19 |
| SANe | 903,962,725 | 2,781 | 0 | 903,965,506 | 192,548 | 469,475.41 |
| DHERd | 708,533,339 | 438 | 0 | 708,533,777 | 62,521 | 1,133,273.26 |
| RIOl | 201,323,170 | 1,524,306 | 10,342 | 202,857,817 | 8,534,391 | 2,376.95 |
| AZNl | 198,447,977 | 1,573,693 | 0 | 200,021,669 | 10,890,157 | 1,836.72 |
| VOW3d | 157,876,948 | 2,147 | 0 | 157,879,095 | 48,648 | 324,533.58 |
| HSBAl | 153,148,049 | 985,501 | 0 | 154,133,549 | 7,141,791 | 2,158.19 |
| INDVl | 147,052,642 | 175,079 | 280 | 147,228,001 | 458,297 | 32,125.02 |
| HSXl | 143,030,727 | 73,008 | 0 | 143,103,736 | 313,027 | 45,716.10 |
| ROGz | 132,436,750 | 1,911,564 | 0 | 134,348,313 | 19,004,242 | 706.94 |
| NOVNz | 131,632,419 | 1,578,391 | 0 | 133,210,809 | 12,261,119 | 1,086.45 |
| STMp | 129,485,024 | 320 | 0 | 129,485,343 | 103,783 | 124,765.47 |
| SHELl | 118,152,825 | 1,413,433 | 0 | 119,566,258 | 19,187,118 | 623.16 |
| SANDs | 119,438,345 | 214 | 0 | 119,438,559 | 1,771 | 6,744,130.94 |
| PRXa | 118,929,301 | 11,524 | 0 | 118,940,824 | 97,529 | 121,954.32 |
| GLENl | 111,445,426 | 3,254,547 | 0 | 114,699,973 | 15,121,498 | 758.52 |
| BPl | 102,950,636 | 3,932,430 | 2,667 | 106,885,734 | 30,604,531 | 349.25 |
| CTECl | 105,165,777 | 274,501 | 0 | 105,440,278 | 1,573,319 | 6,701.77 |
| HNR1d | 96,872,901 | 2,521 | 0 | 96,875,423 | 33,601 | 288,311.13 |
| IBEe | 92,611,185 | 81,661 | 0 | 92,692,845 | 260,442 | 35,590.59 |
| MRKd | 92,117,566 | 1,040 | 0 | 92,118,606 | 44,498 | 207,017.41 |
| OMVv | 90,171,655 | 0 | 0 | 90,171,655 | 0 | n/a |
| NESNz | 73,244,283 | 13,601,130 | 0 | 86,845,413 | 16,538,601 | 525.11 |
| CSp | 85,352,298 | 1,719 | 0 | 85,354,016 | 15,607 | 546,895.73 |
| MBGd | 84,097,571 | 24,023 | 0 | 84,121,594 | 92,414 | 91,026.89 |
Data for 2022-11-21 to 2022-11-25 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.