Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| ATX | 612 | 100.00% | 92.15% | 11.03 |
| AMX | 1,724 | 99.92% | 99.56% | 9.00 |
| MDAX | 3,915 | 99.94% | 99.08% | 7.41 |
| PSI20 | 1,049 | 100.00% | 99.18% | 6.86 |
| ISEQ 20 | 581 | 100.00% | 100.00% | 6.31 |
| FTSE 250 | 365,170 | 96.84% | 71.18% | 6.29 |
| SMIM | 1,283 | 98.03% | 83.83% | 5.03 |
| CAC Next20 | 1,032 | 100.00% | 99.95% | 4.07 |
| Cboe CHM 30 | 62,802 | 96.50% | 63.41% | 3.46 |
| OBX | 1,685 | 92.43% | 83.55% | 3.31 |
| IBEX 35 | 1,571 | 100.00% | 98.98% | 3.17 |
| FTSE MIB | 5,393 | 100.00% | 99.69% | 2.80 |
| DAX | 3,031 | 99.95% | 95.61% | 2.49 |
| BEL20 | 716 | 100.00% | 99.57% | 2.08 |
| CAC 40 | 2,255 | 99.99% | 98.68% | 1.89 |
| EURO STOXX 50 | 5,723 | 99.98% | 97.93% | 1.80 |
| AEX | 1,933 | 99.96% | 97.53% | 1.73 |
| FTSE 100 | 508,616 | 96.91% | 59.32% | 1.52 |
| Cboe CH 20 | 116,906 | 96.69% | 55.37% | 1.22 |
| STOXX Europe 50 | 143,417 | 96.21% | 53.18% | 0.88 |
Data for 2022-05-23 to 2022-05-27 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) |
|---|---|---|---|---|---|---|
| DTEd | 150,284,109 | 25,029 | 0 | 150,309,138 | 90,855 | 165,438.49 |
| VIFNEz | 124,443,118 | 278,491 | 0 | 124,721,608 | 303,026 | 41,158.72 |
| ROGz | 106,469,381 | 5,337,395 | 0 | 111,806,776 | 26,835,424 | 416.64 |
| NESNz | 95,341,739 | 10,269,881 | 0 | 105,611,620 | 26,381,860 | 400.32 |
| CFRz | 99,678,358 | 4,110,335 | 0 | 103,788,692 | 18,776,898 | 552.75 |
| EMGl | 99,216,678 | 139,332 | 0 | 99,356,010 | 1,010,938 | 9,828.10 |
| MBGd | 98,048,984 | 52 | 0 | 98,049,037 | 10,225 | 958,914.79 |
| MONCm | 97,135,974 | 1,201 | 0 | 97,137,175 | 833,515 | 11,653.92 |
| NWGl | 93,377,367 | 1,248,696 | 0 | 94,626,063 | 4,979,441 | 1,900.34 |
| ALOp | 91,884,500 | 0 | 0 | 91,884,500 | 0 | n/a |
| GSKl | 87,400,504 | 3,577,039 | 1,164 | 90,978,707 | 9,663,170 | 941.50 |
| AALl | 81,486,157 | 5,340,377 | 0 | 86,826,534 | 9,597,716 | 904.66 |
| ADSd | 85,291,692 | 48,107 | 0 | 85,339,799 | 103,558 | 82,407.73 |
| BBVAe | 84,217,666 | 675 | 0 | 84,218,341 | 411,287 | 20,476.78 |
| GLENl | 80,319,988 | 3,477,400 | 0 | 83,797,388 | 14,081,118 | 595.10 |
| ENELm | 83,458,347 | 1,450 | 0 | 83,459,798 | 74,389 | 112,193.74 |
| HSBAl | 78,394,632 | 2,948,542 | 0 | 81,343,174 | 15,004,837 | 542.11 |
| LINd | 80,127,735 | 238 | 0 | 80,127,973 | 15,637 | 512,425.48 |
| BPl | 69,705,436 | 4,274,820 | 35,861 | 74,016,117 | 32,758,949 | 225.94 |
| LLOYl | 69,236,015 | 1,203,683 | 0 | 70,439,699 | 4,416,434 | 1,594.95 |
| JMATl | 66,221,663 | 373,293 | 0 | 66,594,956 | 2,364,834 | 2,816.05 |
| RKTl | 63,753,980 | 1,952,819 | 0 | 65,706,799 | 6,962,240 | 943.76 |
| ASMa | 65,590,184 | 57 | 0 | 65,590,241 | 3,995 | 1,641,808.29 |
| RIOl | 62,941,895 | 2,195,942 | 0 | 65,137,837 | 12,765,075 | 510.28 |
| BASd | 63,710,483 | 535 | 0 | 63,711,018 | 219 | 29,091,789.04 |
Data for 2022-05-23 to 2022-05-27 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.