Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 172,106 | 95.07% | 59.74% | 3.88 |
| Cboe CH 20 | 250,278 | 97.46% | 52.45% | 1.32 |
Data for 2023-03-13 to 2023-03-17 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) |
|---|---|---|---|---|---|---|
| CPGl | 786,825,685 | 2,202,470 | 0 | 789,028,155 | 11,213,375 | 7,036.49 |
| SHELl | 325,525,298 | 18,426,226 | 0 | 343,951,525 | 62,211,563 | 552.87 |
| BAYNd | 286,324,152 | 315,839 | 0 | 286,639,990 | 290,218 | 98,767.13 |
| NOVNz | 256,732,803 | 3,351,199 | 0 | 260,084,002 | 23,273,674 | 1,117.50 |
| HEXABs | 217,850,884 | 2,953 | 0 | 217,853,838 | 26,757 | 814,193.81 |
| ROGz | 207,837,009 | 4,166,967 | 0 | 212,003,976 | 37,118,118 | 571.16 |
| SHELLa | 198,974,465 | 293,202 | 0 | 199,267,668 | 5,577,160 | 3,572.92 |
| BPl | 183,916,520 | 6,817,749 | 0 | 190,734,270 | 39,113,075 | 487.65 |
| LRp | 182,804,281 | 62,384 | 0 | 182,866,665 | 108,075 | 169,203.48 |
| ALCz | 170,055,448 | 1,773,309 | 0 | 171,828,757 | 11,211,505 | 1,532.61 |
| BNPp | 151,490,720 | 561,167 | 0 | 152,051,887 | 6,853,581 | 2,218.58 |
| 1COVd | 148,294,571 | 26,601 | 0 | 148,321,171 | 149,410 | 99,271.25 |
| SUp | 143,096,694 | 284,511 | 0 | 143,381,205 | 979,798 | 14,633.75 |
| BATSl | 136,463,620 | 2,192,546 | 0 | 138,656,166 | 10,404,629 | 1,332.64 |
| SGOp | 133,069,948 | 68,080 | 0 | 133,138,028 | 271,715 | 48,999.15 |
| NWGl | 126,577,590 | 2,381,828 | 0 | 128,959,419 | 19,084,086 | 675.74 |
| MCp | 125,528,490 | 663,724 | 0 | 126,192,214 | 1,329,938 | 9,488.58 |
| ASMLa | 123,618,133 | 585,796 | 0 | 124,203,928 | 8,741,146 | 1,420.91 |
| MBGd | 119,954,929 | 949,437 | 0 | 120,904,366 | 566,928 | 21,326.23 |
| GLEp | 116,933,609 | 405,117 | 0 | 117,338,726 | 569,078 | 20,619.09 |
| IFXd | 116,132,464 | 45,133 | 0 | 116,177,597 | 318,107 | 36,521.55 |
| NESNz | 106,632,144 | 3,642,952 | 0 | 110,275,096 | 29,194,839 | 377.72 |
| ULVRl | 105,723,302 | 3,227,734 | 0 | 108,951,036 | 10,917,673 | 997.93 |
| GLENl | 97,515,885 | 7,921,232 | 0 | 105,437,118 | 36,530,477 | 288.63 |
| ZURNz | 102,932,894 | 1,361,191 | 739 | 104,294,825 | 15,423,628 | 676.20 |
Data for 2023-03-13 to 2023-03-17 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.