Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| AMX | 677 | 100.00% | 96.49% | 6.88 |
| ATX | 637 | 100.00% | 98.90% | 6.46 |
| FTSE 250 | 360,117 | 96.49% | 70.95% | 5.91 |
| MDAX | 2,161 | 99.64% | 88.59% | 5.75 |
| PSI20 | 1,041 | 100.00% | 99.03% | 5.70 |
| ISEQ 20 | 667 | 100.00% | 100.00% | 4.53 |
| CAC Next20 | 1,771 | 100.00% | 99.32% | 4.45 |
| Cboe CHM 30 | 87,638 | 95.46% | 57.28% | 3.17 |
| SMIM | 1,801 | 92.83% | 66.59% | 2.63 |
| IBEX 35 | 3,241 | 99.41% | 99.21% | 2.47 |
| OBX | 247 | 85.40% | 82.10% | 2.35 |
| FTSE MIB | 5,676 | 99.99% | 95.92% | 2.34 |
| BEL20 | 954 | 98.78% | 81.50% | 1.97 |
| AEX | 3,907 | 99.31% | 91.74% | 1.77 |
| FTSE 100 | 490,178 | 96.30% | 62.18% | 1.67 |
| DAX | 5,723 | 99.25% | 80.49% | 1.58 |
| CAC 40 | 7,071 | 98.39% | 72.50% | 1.50 |
| EURO STOXX 50 | 11,074 | 98.83% | 79.48% | 1.34 |
| Cboe CH 20 | 105,677 | 95.61% | 47.37% | 1.06 |
| STOXX Europe 50 | 138,391 | 95.60% | 53.67% | 0.86 |
Data for 2021-11-22 to 2021-11-26 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) |
|---|---|---|---|---|---|---|
| TITm | 761,453,041 | 320,054 | 0 | 761,773,094 | 540,317 | 140,986.33 |
| ORp | 226,686,830 | 0 | 0 | 226,686,830 | 22,114 | 1,025,082.89 |
| HMBs | 191,513,443 | 73 | 0 | 191,513,516 | 6,072 | 3,154,043.41 |
| SAFp | 171,953,375 | 0 | 0 | 171,953,375 | 16,253 | 1,057,979.30 |
| UNAa | 140,487,919 | 1,186,391 | 0 | 141,674,311 | 793,837 | 17,846.78 |
| DGp | 126,710,024 | 0 | 0 | 126,710,024 | 39,419 | 321,444.03 |
| ASMLa | 114,204,647 | 3,485 | 0 | 114,208,132 | 227,974 | 50,097.00 |
| INGAa | 106,119,787 | 0 | 0 | 106,119,787 | 144,625 | 73,375.83 |
| STMp | 100,256,223 | 64,437 | 0 | 100,320,660 | 920,245 | 10,901.52 |
| DGEl | 94,602,980 | 3,844,221 | 0 | 98,447,201 | 9,738,841 | 1,010.87 |
| HSBAl | 90,682,702 | 1,601,306 | 0 | 92,284,009 | 8,637,989 | 1,068.35 |
| ACAp | 85,101,031 | 0 | 0 | 85,101,031 | 22,831 | 372,743.34 |
| SANDs | 84,739,819 | 0 | 0 | 84,739,819 | 0 | n/a |
| DAId | 79,282,042 | 5,199 | 0 | 79,287,241 | 159,472 | 49,718.60 |
| ROGz | 76,886,371 | 2,339,932 | 24,122 | 79,250,425 | 19,280,622 | 411.04 |
| LONNz | 74,418,954 | 539,905 | 3,053 | 74,961,912 | 6,398,841 | 1,171.49 |
| NOVNz | 72,498,713 | 1,214,702 | 22,971 | 73,736,386 | 11,546,210 | 638.62 |
| DTEd | 69,928,895 | 143,391 | 0 | 70,072,286 | 237,622 | 29,488.97 |
| BASd | 69,903,249 | 0 | 0 | 69,903,249 | 29,455 | 237,322.18 |
| SY1d | 63,290,643 | 79 | 0 | 63,290,722 | 1,663 | 3,805,816.12 |
| NOVOBc | 62,243,681 | 13,792 | 0 | 62,257,472 | 112,127 | 55,524.07 |
| AKZAa | 61,911,361 | 0 | 0 | 61,911,361 | 6,174 | 1,002,775.53 |
| ULVRl | 50,657,204 | 9,458,423 | 9 | 60,115,637 | 21,522,975 | 279.31 |
| PAH3d | 58,468,372 | 0 | 0 | 58,468,372 | 0 | n/a |
| ALCz | 57,536,839 | 318,978 | 5,280 | 57,861,097 | 4,862,682 | 1,189.90 |
Data for 2021-11-22 to 2021-11-26 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.