Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| ISEQ 20 | 726 | 100.00% | 98.47% | 7.02 |
| ATX | 381 | 100.00% | 93.80% | 6.12 |
| FTSE 250 | 282,942 | 96.67% | 66.65% | 4.83 |
| CAC Next20 | 1,718 | 100.00% | 98.38% | 4.02 |
| AMX | 1,073 | 99.31% | 98.50% | 3.87 |
| OBX | 1,490 | 100.00% | 99.14% | 3.45 |
| MDAX | 2,766 | 100.00% | 99.24% | 3.04 |
| PSI20 | 186 | 99.97% | 96.88% | 2.97 |
| BEL20 | 1,741 | 100.00% | 99.30% | 2.91 |
| IBEX 35 | 4,085 | 100.00% | 98.80% | 2.56 |
| FTSE MIB | 4,959 | 99.86% | 98.78% | 2.50 |
| Cboe CHM 30 | 54,465 | 94.25% | 49.78% | 2.41 |
| DAX | 7,408 | 100.00% | 99.15% | 1.86 |
| SMIM | 1,086 | 87.24% | 50.65% | 1.83 |
| AEX | 4,945 | 99.75% | 98.50% | 1.75 |
| EURO STOXX 50 | 10,633 | 100.00% | 98.81% | 1.70 |
| CAC 40 | 3,463 | 99.99% | 98.03% | 1.64 |
| FTSE 100 | 331,215 | 96.24% | 57.46% | 1.42 |
| Cboe CH 20 | 87,243 | 95.85% | 45.81% | 0.98 |
| STOXX Europe 50 | 122,612 | 95.57% | 50.22% | 0.81 |
Data for 2021-07-19 to 2021-07-23 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) |
|---|---|---|---|---|---|---|
| RDSBl | 891,670,049 | 2,671,067 | 8,421 | 894,349,537 | 4,198,077 | 21,303.79 |
| UBSGz | 206,789,027 | 958,804 | 0 | 207,747,831 | 6,176,420 | 3,363.56 |
| CFRz | 144,245,340 | 1,191,622 | 0 | 145,436,962 | 8,014,639 | 1,814.64 |
| ACAp | 116,992,007 | 63,129 | 0 | 117,055,136 | 284,909 | 41,085.10 |
| IFXd | 116,778,006 | 73,318 | 0 | 116,851,324 | 802,316 | 14,564.25 |
| ULVRl | 78,593,723 | 18,282,940 | 5,135 | 96,881,798 | 20,214,514 | 479.27 |
| ROGz | 67,054,276 | 3,411,979 | 944 | 70,467,200 | 19,913,869 | 353.86 |
| AZNl | 53,941,162 | 8,640,799 | 0 | 62,581,960 | 37,812,778 | 165.50 |
| GFCp | 60,630,554 | 0 | 0 | 60,630,554 | 0 | n/a |
| COLe | 59,859,867 | 218 | 0 | 59,860,086 | 2,159 | 2,772,583.88 |
| ASMLa | 50,564,333 | 337,816 | 0 | 50,902,149 | 166,368 | 30,596.12 |
| AMSe | 43,785,285 | 0 | 0 | 43,785,285 | 88,451 | 49,502.31 |
| TYRESh | 41,254,696 | 0 | 0 | 41,254,696 | 10,800 | 381,987.93 |
| LLOYl | 37,908,804 | 430,621 | 2 | 38,339,427 | 2,793,372 | 1,372.51 |
| SIKAz | 36,905,500 | 475,498 | 0 | 37,380,998 | 4,971,369 | 751.93 |
| LSEGl | 34,812,061 | 1,627,864 | 0 | 36,439,925 | 3,760,760 | 968.95 |
| NOVNz | 33,479,319 | 1,586,311 | 0 | 35,065,630 | 16,429,502 | 213.43 |
| NGl | 33,701,034 | 1,304,129 | 0 | 35,005,164 | 4,612,322 | 758.95 |
| ENTl | 33,841,240 | 652,766 | 0 | 34,494,005 | 2,395,061 | 1,440.21 |
| TSCOl | 33,007,956 | 1,455,525 | 0 | 34,463,480 | 3,097,990 | 1,112.45 |
| NESNz | 31,290,918 | 2,505,865 | 813 | 33,797,596 | 16,585,900 | 203.77 |
| BNp | 33,594,210 | 0 | 0 | 33,594,210 | 37,234 | 90,224.55 |
| ERFp | 33,325,682 | 0 | 0 | 33,325,682 | 18,088 | 184,241.94 |
| BATSl | 31,362,713 | 1,152,316 | 0 | 32,515,029 | 6,912,086 | 470.41 |
| KBCb | 32,135,771 | 0 | 0 | 32,135,771 | 20,395 | 157,566.91 |
Data for 2021-07-19 to 2021-07-23 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.