Cboe Global Markets

Taker Reports

Download CSV
IndexNotional ImprovedAt or BetterBetterbps
ATX 130100.00%96.07%4.78
ISEQ 20 444100.00%99.98%3.39
AMX 75999.75%90.32%3.39
PSI20 108100.00%83.13%3.38
MDAX 3,35699.60%97.35%2.95
OBX 44199.49%97.93%2.83
BEL20 55898.91%89.03%2.60
FTSE 250 142,38893.31%46.60%2.60
IBEX 35 5,767100.00%99.03%2.42
CAC Next20 88299.99%95.26%2.27
DAX 6,46199.97%99.17%1.78
FTSE MIB 73098.54%93.87%1.74
AEX 3,87999.52%97.00%1.52
EURO STOXX 50 9,81699.90%98.01%1.45
CAC 40 6,45799.86%97.43%1.42
FTSE 100 238,32892.14%39.95%0.71
STOXX Europe 50 117,08192.90%38.75%0.54
SMIM 1,01078.36%28.33%0.51

Data for 2021-04-14 to 2021-04-20 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

Download CSV
SymbolMissed 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)
UMIb145,559,59700145,559,597284 51,253,379.23
DTEd142,759,64322,1740142,781,818172,990 82,537.61
DGEl108,164,5018,666,0010116,830,50115,452,688 756.05
ULVRl90,519,92916,867,7020107,387,63140,519,910 265.02
SNl28,976,81764,873,155093,849,9726,800,915 1,379.96
PAH3d91,081,4681,536091,083,004162,219 56,148.17
BPl82,605,5764,563,620087,169,19623,287,714 374.31
SUp75,246,9723,776075,250,748283,261 26,565.87
RDSBl67,313,1127,766,504075,079,61613,332,048 563.15
AZNl44,699,05017,748,040062,447,09047,458,627 131.58
NGl46,544,1715,742,282052,286,4538,013,100 652.51
LRp52,059,8070052,059,807194,008 26,833.85
ORp50,916,079112,307051,028,386217,020 23,513.22
BATSl39,834,6229,159,307048,993,92928,833,266 169.92
GSKl28,535,58919,833,584048,369,17234,650,556 139.59
TKAd43,732,885199043,733,08566,738 65,529.51
PHIAa41,558,3548,422041,566,77694,544 43,965.54
CLNXe38,230,8495,577038,236,426476,344 8,027.06
BHPl32,955,2104,305,284037,260,49418,837,670 197.80
UNAa36,841,8381,260036,843,098145,731 25,281.58
URWa33,832,706901033,833,607136,951 24,704.90
EXS1d30,509,4852,865,983033,375,4681,988,744 1,678.22
AALl30,760,6932,394,818033,155,51115,582,104 212.78
ADSd32,778,35113,206032,791,557196,682 16,672.37
RIOl23,699,1747,181,560030,880,73529,662,006 104.11

Data for 2021-04-14 to 2021-04-20 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.