Cboe Global Markets

Taker Reports

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IndexNotional ImprovedAt or BetterBetterbps
ATX 371100.00%92.38%7.27
ISEQ 20 287100.00%100.00%3.86
PSI20 176100.00%99.98%3.55
AMX 68199.35%89.65%3.34
OBX 340100.00%94.12%2.89
CAC Next20 1,49499.97%98.28%2.88
FTSE 250 154,72593.05%48.11%2.69
MDAX 1,98399.67%97.79%2.68
IBEX 35 3,23099.96%98.28%2.57
BEL20 51096.31%73.74%2.40
FTSE MIB 76596.37%80.57%1.74
DAX 3,930100.00%98.14%1.66
CAC 40 6,57799.83%96.84%1.37
EURO STOXX 50 8,71099.83%97.88%1.34
AEX 3,97499.72%97.87%1.23
FTSE 100 231,65192.41%40.35%0.72
STOXX Europe 50 96,22393.18%37.31%0.48
SMIM -4082.33%18.25%-0.06

Data for 2021-04-08 to 2021-04-14 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

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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)
UMIb147,231,44700147,231,4478,011 1,837,866.02
TITm87,579,36219,207087,598,56833,284 263,185.22
DPWd78,590,77010,765078,601,53496,030 81,851.02
NOVNz66,655,1799,737,9742,85576,396,00824,863,671 307.26
SWp73,568,8262,666073,571,49278,028 94,288.58
ASMLa64,891,0043,489,533068,380,5361,708,157 4,003.18
NGl60,116,9035,559,400065,676,30310,601,690 619.49
RIOl55,845,9458,843,783064,689,72924,625,136 262.70
SNl17,970,53238,286,133056,256,6656,386,000 880.94
DGEl43,759,4307,579,467051,338,89619,051,518 269.47
ULVRl46,110,7565,165,172051,275,92930,438,102 168.46
DTEd50,683,51619,362050,702,877104,993 48,291.67
AZNl40,587,2239,695,988050,283,21035,231,591 142.72
ZALd43,768,89235,212043,804,10468,555 63,896.29
AUTOl42,086,934195,715042,282,6491,604,914 2,634.57
VOW3d38,172,80432,872038,205,675294,828 12,958.63
TKWYa37,418,77919,824037,438,603325,802 11,491.21
GLENl34,084,4942,798,193036,882,68816,661,827 221.36
GSKl27,834,8096,944,371034,779,18019,479,664 178.54
BARCl28,961,8235,112,420034,074,24419,545,071 174.34
LRp33,280,5100033,280,510115,926 28,708.41
MCp31,570,16649,398031,619,564505,157 6,259.35
CPGl30,137,6031,468,720031,606,3239,796,309 322.64
SAMPOh31,098,06356031,098,11910,980 283,225.13
BATSl26,333,2374,564,167030,897,40416,793,039 183.99

Data for 2021-04-08 to 2021-04-14 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.