Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 293,448 | 98.28% | 77.66% | 6.43 |
| Cboe CH 20 | 455,547 | 98.68% | 77.49% | 2.24 |
Data for 2025-04-10 to 2025-04-16 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) |
|---|---|---|---|---|---|---|
| RKTl | 611,860,513 | 2,724,472 | 0 | 614,584,984 | 6,072,157 | 10,121.36 |
| GALPu | 350,310,266 | 0 | 0 | 350,310,266 | 75,066 | 466,669.69 |
| DBKd | 246,588,597 | 0 | 0 | 246,588,597 | 0 | n/a |
| SIKAz | 181,755,337 | 1,142,276 | 3,088 | 182,900,702 | 3,940,161 | 4,641.96 |
| TRELBs | 175,353,359 | 0 | 0 | 175,353,359 | 0 | n/a |
| FREd | 174,674,083 | 0 | 0 | 174,674,083 | 3,893 | 4,486,876.01 |
| NESNz | 158,930,064 | 3,400,171 | 0 | 162,330,235 | 16,077,674 | 1,009.66 |
| BMWd | 157,917,634 | 213,137 | 0 | 158,130,772 | 2,155 | 7,337,854.85 |
| SANp | 150,970,761 | 722 | 0 | 150,971,482 | 76,746 | 196,715.77 |
| ORp | 149,963,060 | 349,042 | 0 | 150,312,102 | 8,127 | 1,849,539.83 |
| NOVOBc | 132,551,136 | 66,477 | 0 | 132,617,614 | 17,157 | 772,965.05 |
| LSEGl | 126,308,821 | 2,214,415 | 0 | 128,523,236 | 6,603,611 | 1,946.26 |
| ITRKl | 125,991,262 | 495,527 | 0 | 126,486,789 | 2,435,485 | 5,193.49 |
| NXTl | 123,870,966 | 1,374,923 | 0 | 125,245,889 | 3,052,726 | 4,102.76 |
| AZNl | 117,520,317 | 4,085,343 | 0 | 121,605,660 | 10,538,690 | 1,153.90 |
| ULVRl | 113,446,569 | 2,686,822 | 0 | 116,133,391 | 11,072,448 | 1,048.85 |
| ANTOl | 112,907,093 | 804,961 | 0 | 113,712,054 | 1,438,951 | 7,902.43 |
| CSPXl | 49,926,615 | 57,267,740 | 0 | 107,194,355 | 7,126,237 | 1,504.22 |
| MAERBc | 104,322,042 | 0 | 0 | 104,322,042 | 9,227 | 1,130,617.12 |
| RRl | 92,479,696 | 2,200,038 | 0 | 94,679,734 | 8,211,022 | 1,153.08 |
| BAl | 89,257,925 | 2,305,532 | 0 | 91,563,458 | 7,806,322 | 1,172.94 |
| SDIAl | 526,297 | 90,978,078 | 0 | 91,504,375 | 1,660,483 | 5,510.71 |
| CLNXe | 89,423,921 | 238,553 | 0 | 89,662,474 | 25,783 | 347,758.11 |
| CFRz | 81,992,259 | 3,535,384 | 0 | 85,527,643 | 12,806,548 | 667.84 |
| MCp | 84,797,930 | 55,872 | 5,669 | 84,859,471 | 104,906 | 80,890.96 |
Data for 2025-04-10 to 2025-04-16 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.