Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 87,695 | 92.66% | 35.51% | 1.73 |
| Cboe CH 20 | 167,646 | 95.73% | 30.10% | 0.75 |
Data for 2024-04-15 to 2024-04-19 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) |
|---|---|---|---|---|---|---|
| RIOl | 166,083,616 | 7,767,296 | 0 | 173,850,913 | 45,463,844 | 382.39 |
| UCBb | 144,038,492 | 0 | 0 | 144,038,492 | 15,550 | 926,292.55 |
| ORp | 132,134,517 | 200,201 | 0 | 132,334,719 | 297,215 | 44,524.91 |
| ASMLa | 127,151,560 | 717,390 | 0 | 127,868,950 | 826,260 | 15,475.63 |
| NESNz | 101,907,064 | 13,345,233 | 0 | 115,252,297 | 59,210,155 | 194.65 |
| ITXe | 105,604,929 | 8,319 | 0 | 105,613,248 | 257,900 | 40,951.24 |
| CFRz | 82,200,855 | 8,618,602 | 0 | 90,819,456 | 33,196,202 | 273.58 |
| NOVOBc | 88,577,840 | 88,069 | 0 | 88,665,909 | 166,160 | 53,361.77 |
| BPl | 80,837,579 | 7,765,493 | 0 | 88,603,072 | 53,412,353 | 165.88 |
| DGEl | 76,255,073 | 3,401,253 | 0 | 79,656,326 | 27,127,720 | 293.63 |
| MCp | 72,505,332 | 1,343,907 | 0 | 73,849,239 | 248,560 | 29,710.83 |
| VWSc | 71,299,760 | 2,171 | 0 | 71,301,931 | 25,705 | 277,385.45 |
| HSBAl | 62,377,484 | 5,321,225 | 0 | 67,698,709 | 29,365,907 | 230.54 |
| BNPp | 65,398,554 | 41,544 | 0 | 65,440,098 | 36,706 | 178,281.75 |
| SUp | 64,490,689 | 25,020 | 0 | 64,515,710 | 93,610 | 68,919.68 |
| BTl | 58,784,445 | 475,309 | 0 | 59,259,754 | 4,095,348 | 1,447.00 |
| PGHNz | 20,869,553 | 38,117,150 | 0 | 58,986,702 | 15,355,878 | 384.13 |
| AZNl | 50,150,576 | 8,032,295 | 0 | 58,182,871 | 43,334,056 | 134.27 |
| ABFl | 55,720,567 | 444,660 | 0 | 56,165,227 | 4,329,807 | 1,297.18 |
| AHTl | 51,723,961 | 3,053,507 | 0 | 54,777,468 | 15,585,681 | 351.46 |
| SPXl | 52,964,995 | 969,812 | 0 | 53,934,807 | 3,630,769 | 1,485.49 |
| AMSe | 53,266,588 | 0 | 0 | 53,266,588 | 4,503 | 1,182,913.35 |
| SHELl | 48,269,586 | 4,702,726 | 0 | 52,972,312 | 35,541,636 | 149.04 |
| ASMa | 51,455,488 | 0 | 0 | 51,455,488 | 35,049 | 146,810.15 |
| KERp | 48,970,060 | 11,187 | 0 | 48,981,247 | 28,623 | 171,125.48 |
Data for 2024-04-15 to 2024-04-19 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.