Cboe Global Markets

Taker Reports

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IndexNotional ImprovedAt or BetterBetterbps
ISEQ 20 68299.93%99.93%5.42
AMX 49599.65%96.19%4.57
MDAX 7,29799.90%99.00%4.30
FTSE 250 200,56596.11%62.20%4.23
ATX 261100.00%99.89%3.75
OBX 1,89899.32%96.12%3.37
IBEX 35 4,637100.00%99.01%3.18
CAC Next20 1,99299.94%99.57%2.97
SMIM 5,56584.45%53.78%2.70
BEL20 72199.15%95.48%2.67
PSI20 753100.00%99.93%2.55
FTSE MIB 4,43399.63%98.60%2.46
DAX 7,56399.92%98.77%2.10
AEX 3,17499.49%92.91%1.80
CAC 40 6,64999.92%98.63%1.56
EURO STOXX 50 8,69699.92%97.62%1.54
FTSE 100 259,54196.10%59.63%1.34
STOXX Europe 50 85,86695.85%52.33%0.76

Data for 2021-05-03 to 2021-05-07 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

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SymbolMissed 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)
RDSAa642,403,954391,20412,706642,807,865359,307 178,902.13
VOW3d217,273,25918,9760217,292,235360,569 60,263.70
HEXABs153,645,6511,5900153,647,240343,587 44,718.58
SGROl120,917,727298,6100121,216,3381,572,220 7,709.88
RWEd109,427,70517,2990109,445,004256,614 42,649.66
VNAd106,641,8721,5340106,643,40639,636 269,056.93
BPl100,418,7673,890,6870104,309,45513,245,058 787.53
BARCl90,624,3751,783,065092,407,4419,382,695 984.87
ULVRl84,410,9883,874,633088,285,62011,231,194 786.08
ORp78,961,6460078,961,64646,201 170,908.95
DPWd58,686,5702,291058,688,862283,894 20,672.81
IFXd51,883,34213,266051,896,608304,380 17,049.94
BNZLl51,043,814200,585051,244,3981,585,073 3,232.94
RDSBl49,424,0181,745,270051,169,2889,816,712 521.25
SANe50,001,34715,099050,016,44612,404 403,228.36
LOGNz46,213,1881,074,375047,287,5623,856,133 1,226.29
FLTRi44,941,4840044,941,48433,523 134,061.64
JMATl43,983,938280,0421,29544,265,2751,458,775 3,034.41
AIp43,766,3920043,766,39289,360 48,977.61
AZNl26,632,94210,508,7643,55937,145,26413,388,294 277.45
PRUl33,630,8491,364,9285,13035,000,9066,476,220 540.45
AALl31,597,4881,540,934033,138,4227,699,063 430.42
ASMa32,036,0110032,036,0110 n/a
CSGNz29,479,9592,165,197031,645,1565,440,562 581.65
VODl29,601,8631,251,035030,852,8985,583,593 552.56

Data for 2021-05-03 to 2021-05-07 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.