Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 94,325 | 94.89% | 36.83% | 1.59 |
Cboe CH 20 | 268,211 | 95.30% | 34.53% | 0.78 |
Data for 2023-01-30 to 2023-02-03 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) |
---|---|---|---|---|---|---|
CPGl | 621,437,202 | 13,481,892 | 0 | 634,919,094 | 14,772,940 | 4,297.85 |
SAPd | 376,217,459 | 15,195 | 0 | 376,232,654 | 475,743 | 79,083.17 |
DGEl | 309,727,179 | 13,105,065 | 0 | 322,832,243 | 61,829,615 | 522.13 |
MBGd | 250,317,715 | 495,078 | 0 | 250,812,793 | 874,536 | 28,679.53 |
MCp | 206,657,301 | 163,778 | 0 | 206,821,079 | 646,222 | 32,004.65 |
ROGz | 170,991,675 | 31,104,785 | 0 | 202,096,461 | 124,224,631 | 162.69 |
ORp | 179,427,865 | 2,910 | 0 | 179,430,775 | 166,612 | 107,693.79 |
PRXa | 173,424,291 | 21,430 | 0 | 173,445,720 | 121,847 | 142,347.14 |
AZNl | 141,695,735 | 9,602,338 | 0 | 151,298,072 | 72,858,661 | 207.66 |
NOVNz | 130,029,290 | 10,767,954 | 0 | 140,797,244 | 108,887,157 | 129.31 |
ASMLa | 137,163,998 | 10,083 | 0 | 137,174,082 | 420,805 | 32,598.02 |
NOVOBc | 132,753,802 | 129,646 | 0 | 132,883,448 | 537,172 | 24,737.60 |
AALl | 109,894,636 | 16,348,995 | 0 | 126,243,631 | 47,022,089 | 268.48 |
IFXd | 123,211,171 | 64,585 | 0 | 123,275,757 | 468,541 | 26,310.56 |
GLENl | 98,041,438 | 13,001,810 | 0 | 111,043,248 | 53,703,751 | 206.77 |
BATSl | 97,560,986 | 7,049,345 | 0 | 104,610,331 | 30,992,983 | 337.53 |
LIGHTa | 99,814,514 | 0 | 0 | 99,814,514 | 2,502 | 3,989,389.05 |
RIOl | 87,899,237 | 7,783,448 | 0 | 95,682,685 | 61,047,175 | 156.74 |
BMWd | 95,563,640 | 9,098 | 0 | 95,572,738 | 130,760 | 73,090.19 |
AVl | 94,564,977 | 638,704 | 0 | 95,203,682 | 8,085,544 | 1,177.46 |
SIKAz | 88,006,737 | 3,373,820 | 0 | 91,380,557 | 24,753,081 | 369.17 |
AIRp | 90,018,069 | 799,792 | 0 | 90,817,861 | 604,928 | 15,013.00 |
NZYMBc | 90,619,521 | 38 | 0 | 90,619,559 | 92,628 | 97,831.71 |
SK3i | 90,036,802 | 0 | 0 | 90,036,802 | 45,662 | 197,181.03 |
BPl | 80,301,986 | 9,640,647 | 0 | 89,942,633 | 71,984,304 | 124.95 |
Data for 2023-01-30 to 2023-02-03 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.