Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 141,455 | 97.73% | 76.96% | 4.93 |
Cboe CH 20 | 208,297 | 98.62% | 70.64% | 1.93 |
Data for 2024-04-11 to 2024-04-17 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) |
---|---|---|---|---|---|---|
UBSGz | 7,669,150,359 | 1,109,490,963 | 0 | 8,778,641,323 | 8,879,029 | 98,869.38 |
NESNz | 4,562,916,055 | 4,211,508 | 0 | 4,567,127,563 | 7,164,027 | 63,750.84 |
CFRz | 1,657,242,165 | 1,435,359,307 | 0 | 3,092,601,472 | 8,643,144 | 35,780.98 |
NOVNz | 2,454,613,066 | 640,817 | 0 | 2,455,253,883 | 5,177,856 | 47,418.35 |
ROGz | 1,838,715,371 | 1,789,171 | 0 | 1,840,504,542 | 10,943,193 | 16,818.72 |
HOLNz | 1,719,161,595 | 313,279 | 0 | 1,719,474,874 | 3,206,584 | 53,623.26 |
ABBNz | 1,046,698,747 | 1,505,774 | 0 | 1,048,204,521 | 9,604,846 | 10,913.29 |
SDZz | 1,040,787,654 | 1,417,393 | 0 | 1,042,205,046 | 2,890,063 | 36,061.67 |
ZURNz | 1,018,166,754 | 2,611,087 | 0 | 1,020,777,842 | 6,010,002 | 16,984.65 |
SIGNz | 991,027,154 | 394,224 | 0 | 991,421,378 | 1,198,386 | 82,729.72 |
SRENz | 957,949,580 | 1,857,308 | 0 | 959,806,888 | 5,403,699 | 17,762.03 |
SIKAz | 927,928,942 | 2,026,653 | 0 | 929,955,595 | 6,081,528 | 15,291.48 |
LOGNz | 679,809,143 | 641,667 | 4,101 | 680,454,912 | 3,417,499 | 19,910.90 |
BAERz | 590,575,476 | 369,515 | 0 | 590,944,991 | 857,781 | 68,892.29 |
SGSNz | 562,385,343 | 755,628 | 0 | 563,140,971 | 1,759,045 | 32,014.02 |
RIOl | 456,563,416 | 4,821,683 | 0 | 461,385,099 | 12,357,067 | 3,733.78 |
SPSNz | 448,181,986 | 141,724 | 0 | 448,323,711 | 244,842 | 183,107.36 |
STMNz | 353,985,346 | 143,194 | 0 | 354,128,540 | 943,751 | 37,523.51 |
MCp | 332,124,162 | 139,367 | 0 | 332,263,529 | 397,629 | 83,561.19 |
LONNz | 273,495,934 | 994,898 | 0 | 274,490,832 | 4,042,716 | 6,789.76 |
UCBb | 263,595,931 | 0 | 0 | 263,595,931 | 7,117 | 3,703,750.61 |
ADSd | 247,952,844 | 50,212 | 0 | 248,003,056 | 176,420 | 140,575.36 |
AVOLz | 238,442,970 | 56,974 | 0 | 238,499,944 | 347,640 | 68,605.44 |
ASMLa | 229,077,854 | 470,209 | 0 | 229,548,064 | 881,560 | 26,038.85 |
KNINz | 228,662,699 | 325,758 | 0 | 228,988,458 | 1,938,199 | 11,814.50 |
Data for 2024-04-11 to 2024-04-17 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.