Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
ATX | 130 | 100.00% | 96.07% | 4.78 |
ISEQ 20 | 444 | 100.00% | 99.98% | 3.39 |
AMX | 759 | 99.75% | 90.32% | 3.39 |
PSI20 | 108 | 100.00% | 83.13% | 3.38 |
MDAX | 3,356 | 99.60% | 97.35% | 2.95 |
OBX | 441 | 99.49% | 97.93% | 2.83 |
BEL20 | 558 | 98.91% | 89.03% | 2.60 |
FTSE 250 | 142,388 | 93.31% | 46.60% | 2.60 |
IBEX 35 | 5,767 | 100.00% | 99.03% | 2.42 |
CAC Next20 | 882 | 99.99% | 95.26% | 2.27 |
DAX | 6,461 | 99.97% | 99.17% | 1.78 |
FTSE MIB | 730 | 98.54% | 93.87% | 1.74 |
AEX | 3,879 | 99.52% | 97.00% | 1.52 |
EURO STOXX 50 | 9,816 | 99.90% | 98.01% | 1.45 |
CAC 40 | 6,457 | 99.86% | 97.43% | 1.42 |
FTSE 100 | 238,328 | 92.14% | 39.95% | 0.71 |
STOXX Europe 50 | 117,081 | 92.90% | 38.75% | 0.54 |
SMIM | 1,010 | 78.36% | 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
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) |
---|---|---|---|---|---|---|
UMIb | 145,559,597 | 0 | 0 | 145,559,597 | 284 | 51,253,379.23 |
DTEd | 142,759,643 | 22,174 | 0 | 142,781,818 | 172,990 | 82,537.61 |
DGEl | 108,164,501 | 8,666,001 | 0 | 116,830,501 | 15,452,688 | 756.05 |
ULVRl | 90,519,929 | 16,867,702 | 0 | 107,387,631 | 40,519,910 | 265.02 |
SNl | 28,976,817 | 64,873,155 | 0 | 93,849,972 | 6,800,915 | 1,379.96 |
PAH3d | 91,081,468 | 1,536 | 0 | 91,083,004 | 162,219 | 56,148.17 |
BPl | 82,605,576 | 4,563,620 | 0 | 87,169,196 | 23,287,714 | 374.31 |
SUp | 75,246,972 | 3,776 | 0 | 75,250,748 | 283,261 | 26,565.87 |
RDSBl | 67,313,112 | 7,766,504 | 0 | 75,079,616 | 13,332,048 | 563.15 |
AZNl | 44,699,050 | 17,748,040 | 0 | 62,447,090 | 47,458,627 | 131.58 |
NGl | 46,544,171 | 5,742,282 | 0 | 52,286,453 | 8,013,100 | 652.51 |
LRp | 52,059,807 | 0 | 0 | 52,059,807 | 194,008 | 26,833.85 |
ORp | 50,916,079 | 112,307 | 0 | 51,028,386 | 217,020 | 23,513.22 |
BATSl | 39,834,622 | 9,159,307 | 0 | 48,993,929 | 28,833,266 | 169.92 |
GSKl | 28,535,589 | 19,833,584 | 0 | 48,369,172 | 34,650,556 | 139.59 |
TKAd | 43,732,885 | 199 | 0 | 43,733,085 | 66,738 | 65,529.51 |
PHIAa | 41,558,354 | 8,422 | 0 | 41,566,776 | 94,544 | 43,965.54 |
CLNXe | 38,230,849 | 5,577 | 0 | 38,236,426 | 476,344 | 8,027.06 |
BHPl | 32,955,210 | 4,305,284 | 0 | 37,260,494 | 18,837,670 | 197.80 |
UNAa | 36,841,838 | 1,260 | 0 | 36,843,098 | 145,731 | 25,281.58 |
URWa | 33,832,706 | 901 | 0 | 33,833,607 | 136,951 | 24,704.90 |
EXS1d | 30,509,485 | 2,865,983 | 0 | 33,375,468 | 1,988,744 | 1,678.22 |
AALl | 30,760,693 | 2,394,818 | 0 | 33,155,511 | 15,582,104 | 212.78 |
ADSd | 32,778,351 | 13,206 | 0 | 32,791,557 | 196,682 | 16,672.37 |
RIOl | 23,699,174 | 7,181,560 | 0 | 30,880,735 | 29,662,006 | 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.