Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
Data for 2024-04-17 to 2024-04-23 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) |
|---|---|---|---|---|---|---|
| ASMLa | 572,422,069 | 75,099,316 | 0 | 647,521,384 | 312,329,381 | 207.32 |
| SAPd | 293,623,776 | 18,503,691 | 0 | 312,127,467 | 100,607,128 | 310.24 |
| MCp | 202,588,435 | 12,296,503 | 0 | 214,884,938 | 113,305,345 | 189.65 |
| ITXe | 169,656,064 | 4,223,269 | 0 | 173,879,332 | 27,276,066 | 637.48 |
| IFXd | 146,599,119 | 5,031,054 | 0 | 151,630,173 | 49,709,562 | 305.03 |
| ORp | 133,862,193 | 15,782,073 | 0 | 149,644,266 | 73,873,058 | 202.57 |
| SUp | 124,257,651 | 19,245,493 | 0 | 143,503,145 | 87,034,528 | 164.88 |
| REPe | 133,680,013 | 4,602,159 | 0 | 138,282,172 | 18,830,581 | 734.35 |
| TTEp | 118,249,433 | 13,363,779 | 0 | 131,613,212 | 72,233,396 | 182.21 |
| SANp | 123,424,104 | 7,682,505 | 0 | 131,106,609 | 52,698,134 | 248.79 |
| BNPp | 118,004,276 | 9,293,935 | 0 | 127,298,211 | 47,970,453 | 265.37 |
| FERe | 121,120,477 | 2,824,104 | 0 | 123,944,581 | 14,850,481 | 834.62 |
| AIp | 113,865,499 | 3,584,730 | 0 | 117,450,229 | 40,387,175 | 290.81 |
| SHELLa | 109,568,063 | 4,049,101 | 0 | 113,617,164 | 44,511,011 | 255.26 |
| SIEd | 104,572,236 | 6,145,525 | 0 | 110,717,762 | 55,983,062 | 197.77 |
| ASMa | 93,899,846 | 12,009,439 | 0 | 105,909,284 | 49,007,113 | 216.11 |
| BBVAe | 95,945,294 | 8,189,827 | 0 | 104,135,121 | 39,981,419 | 260.46 |
| NOVOBc | 88,495,942 | 12,826,141 | 0 | 101,322,083 | 58,816,591 | 172.27 |
| AIRp | 88,266,713 | 9,080,624 | 0 | 97,347,337 | 49,669,764 | 195.99 |
| ADSd | 84,021,223 | 7,477,134 | 0 | 91,498,357 | 59,675,687 | 153.33 |
| RACEm | 84,375,836 | 5,955,913 | 0 | 90,331,749 | 25,487,982 | 354.41 |
| PUBp | 68,899,691 | 20,922,504 | 0 | 89,822,194 | 29,389,257 | 305.63 |
| TEFe | 81,269,647 | 2,688,975 | 0 | 83,958,622 | 18,230,799 | 460.53 |
| ASSABs | 79,250,900 | 3,680,314 | 0 | 82,931,214 | 14,022,848 | 591.40 |
| DSVc | 76,490,581 | 5,430,961 | 0 | 81,921,542 | 21,272,862 | 385.10 |
Data for 2024-04-17 to 2024-04-23 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.