Cboe Global Markets

Taker Reports

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IndexNotional ImprovedAt or BetterBetterbps
ATX 68,30495.62%49.37%3.06
ISEQ 20 45,39794.16%57.22%2.06
AMX 53,77890.20%47.67%1.98
PSI20 38,81396.77%49.32%1.83
CAC Next20 130,52595.12%47.64%1.73
OBX 84,35593.46%48.58%1.49
MDAX 209,69092.66%47.59%1.40
IBEX 35 170,32592.29%44.43%1.06
BEL20 48,75793.32%42.64%1.03
FTSE MIB 142,33592.81%42.81%0.81
DAX 257,14194.43%40.49%0.58
AEX 157,93594.00%41.44%0.57
CAC 40 279,65595.01%41.34%0.56
EURO STOXX 50 457,90594.86%41.33%0.52
STOXX Europe 50 297,81094.56%40.60%0.46

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)
TITm230,737,239508,7530231,245,9922,710,530 8,531.39
ASMLa104,869,73312,495,7200117,365,45369,493,469 168.89
VWSc113,359,5533,179,8780116,539,43126,564,550 438.70
ELp107,487,3802,811,2200110,298,59920,170,935 546.82
BNp101,593,3125,231,4450106,824,75723,432,681 455.88
MCp86,005,52419,079,7530105,085,27762,445,511 168.28
DPWd91,178,6865,607,611096,786,29731,652,531 305.78
SAPd66,669,08322,196,985088,866,06887,789,000 101.23
LINd79,036,7015,595,289084,631,98935,424,452 238.91
AKZAa74,033,3172,044,212076,077,52913,867,060 548.62
DTEd62,644,1914,513,028067,157,21836,389,810 184.55
ZALd62,879,1072,366,578065,245,68410,287,396 634.23
UMIb63,363,236864,843064,228,0796,725,461 955.00
AIp58,143,6812,462,074060,605,75521,685,617 279.47
FPp49,481,77310,729,007060,210,78075,153,816 80.12
SANp55,064,1244,591,942059,656,06645,991,749 129.71
PRXa53,273,0185,934,924059,207,94237,131,440 159.46
BASd53,469,4083,850,314057,319,72332,189,444 178.07
VOW3d46,145,13810,205,992056,351,13045,209,295 124.65
BMWd51,970,2014,112,984056,083,18527,669,336 202.69
SAFp52,224,8853,425,080055,649,96523,105,229 240.85
BNPp51,016,7994,012,516055,029,31536,379,146 151.27
ADYENa43,222,4779,671,391052,893,86822,149,862 238.80
SAMPOh51,520,0691,292,451052,812,5198,727,549 605.12
ENELm48,088,3022,825,596050,913,89827,659,066 184.08

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.