Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 170,265 | 98.73% | 80.75% | 4.92 |
| Cboe CH 20 | 301,612 | 99.21% | 79.49% | 1.87 |
Data for 2024-12-02 to 2024-12-06 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) |
|---|---|---|---|---|---|---|
| HEN3d | 759,126,296 | 280,640 | 0 | 759,406,935 | 10,058 | 7,550,277.74 |
| ABIb | 619,590,716 | 4,702 | 0 | 619,595,417 | 22,363 | 2,770,627.45 |
| BEId | 331,045,668 | 160,398 | 0 | 331,206,065 | 30,011 | 1,103,615.56 |
| PRUl | 325,069,699 | 3,653,064 | 0 | 328,722,762 | 2,702,734 | 12,162.60 |
| NOVNz | 262,364,056 | 1,965,764 | 0 | 264,329,820 | 9,634,169 | 2,743.67 |
| DEMANc | 228,103,533 | 0 | 0 | 228,103,533 | 12,428 | 1,835,400.17 |
| MRKd | 210,996,726 | 0 | 0 | 210,996,726 | 17,334 | 1,217,241.99 |
| CARLBc | 173,654,798 | 851,067 | 0 | 174,505,864 | 54,020 | 323,039.36 |
| ORp | 128,970,826 | 0 | 0 | 128,970,826 | 6,944 | 1,857,298.76 |
| ATYMl | 127,050,949 | 52,774 | 0 | 127,103,723 | 19,913 | 638,295.20 |
| NESNz | 104,844,178 | 6,584,120 | 0 | 111,428,298 | 12,661,269 | 880.07 |
| GIVNz | 106,688,816 | 2,574,549 | 0 | 109,263,365 | 2,826,092 | 3,866.24 |
| SGSNz | 103,827,744 | 596,208 | 0 | 104,423,952 | 1,747,406 | 5,975.94 |
| GLENl | 99,109,606 | 1,158,648 | 0 | 100,268,254 | 5,465,724 | 1,834.49 |
| BASd | 99,270,065 | 0 | 0 | 99,270,065 | 18,964 | 523,465.86 |
| IHGl | 95,369,869 | 3,548,273 | 0 | 98,918,142 | 3,562,989 | 2,776.27 |
| RWIl | 97,798,933 | 197,858 | 0 | 97,996,791 | 315,394 | 31,071.23 |
| STLAMm | 86,632,758 | 12,001 | 0 | 86,644,759 | 215,447 | 40,216.28 |
| BPl | 73,643,175 | 3,304,856 | 0 | 76,948,031 | 11,080,992 | 694.41 |
| NWGl | 73,144,974 | 2,108,049 | 0 | 75,253,023 | 7,099,181 | 1,060.02 |
| RELl | 73,538,244 | 1,178,229 | 0 | 74,716,472 | 5,685,278 | 1,314.21 |
| SANp | 71,904,416 | 0 | 0 | 71,904,416 | 4,336 | 1,658,312.18 |
| MTa | 71,865,610 | 82 | 0 | 71,865,692 | 256 | 28,072,535.94 |
| BKTe | 68,378,443 | 2,404 | 0 | 68,380,847 | 50,717 | 134,828.26 |
| BATSl | 58,887,037 | 8,168,872 | 0 | 67,055,908 | 7,891,310 | 849.74 |
Data for 2024-12-02 to 2024-12-06 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.