Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
Data for 2024-03-12 to 2024-03-18 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 | 477,334,584 | 71,489,538 | 0 | 548,824,122 | 206,474,948 | 265.81 |
NOVOBc | 307,982,899 | 15,250,199 | 0 | 323,233,097 | 116,560,706 | 277.31 |
MCp | 232,213,707 | 34,080,670 | 0 | 266,294,377 | 106,717,920 | 249.53 |
SANp | 216,889,003 | 5,358,935 | 0 | 222,247,938 | 37,340,628 | 595.19 |
ISPm | 192,532,093 | 5,436,365 | 0 | 197,968,458 | 63,073,952 | 313.87 |
AIRp | 123,236,337 | 28,180,238 | 0 | 151,416,575 | 44,635,245 | 339.23 |
ORAp | 134,351,784 | 1,711,455 | 0 | 136,063,240 | 20,253,783 | 671.79 |
SAPd | 121,900,218 | 10,490,435 | 0 | 132,390,653 | 80,664,438 | 164.13 |
CSp | 125,220,596 | 6,465,187 | 0 | 131,685,783 | 42,834,046 | 307.43 |
BNPp | 113,073,022 | 12,790,015 | 0 | 125,863,037 | 70,681,711 | 178.07 |
MUV2d | 105,614,968 | 2,989,880 | 0 | 108,604,848 | 31,578,644 | 343.92 |
SUp | 97,955,253 | 9,534,253 | 0 | 107,489,507 | 69,237,781 | 155.25 |
SHELLa | 35,663,944 | 66,354,387 | 0 | 102,018,331 | 59,436,471 | 171.64 |
IFXd | 71,661,691 | 25,679,262 | 0 | 97,340,954 | 84,344,487 | 115.41 |
TTEp | 77,963,594 | 15,791,497 | 0 | 93,755,092 | 79,412,724 | 118.06 |
SIEd | 82,985,253 | 7,665,994 | 0 | 90,651,247 | 64,214,494 | 141.17 |
ENIm | 74,844,770 | 14,905,518 | 0 | 89,750,288 | 58,009,429 | 154.72 |
DBKd | 60,825,406 | 24,823,359 | 0 | 85,648,765 | 42,517,380 | 201.44 |
ADYENa | 78,951,412 | 5,079,649 | 0 | 84,031,061 | 32,915,762 | 255.29 |
KERp | 77,080,857 | 2,925,986 | 0 | 80,006,843 | 28,686,242 | 278.90 |
DB1d | 57,926,512 | 18,028,234 | 0 | 75,954,746 | 40,828,959 | 186.03 |
CLNXe | 70,927,711 | 2,211,785 | 0 | 73,139,497 | 17,797,908 | 410.94 |
BEId | 64,696,549 | 1,356,496 | 0 | 66,053,046 | 11,755,794 | 561.88 |
ADSd | 44,755,841 | 21,271,620 | 0 | 66,027,462 | 65,197,324 | 101.27 |
MTXd | 63,046,147 | 1,870,531 | 0 | 64,916,678 | 11,527,224 | 563.16 |
Data for 2024-03-12 to 2024-03-18 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.