Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 70,183 | 89.77% | 34.21% | 1.58 |
| Cboe CH 20 | 170,451 | 95.00% | 31.73% | 0.77 |
Data for 2024-04-24 to 2024-04-30 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) |
|---|---|---|---|---|---|---|
| AIp | 427,944,439 | 0 | 0 | 427,944,439 | 8,338 | 5,132,459.09 |
| SANp | 283,368,616 | 1,555,109 | 0 | 284,923,725 | 36,794 | 774,375.51 |
| AMSe | 170,758,417 | 0 | 0 | 170,758,417 | 3,001 | 5,690,050.55 |
| AIRp | 160,893,118 | 73,394 | 0 | 160,966,512 | 44,037 | 365,525.61 |
| SUp | 115,192,619 | 87,402 | 0 | 115,280,021 | 91,321 | 126,236.05 |
| AMPm | 94,202,725 | 0 | 0 | 94,202,725 | 0 | n/a |
| ULVRl | 85,956,716 | 7,982,107 | 0 | 93,938,823 | 39,788,702 | 236.09 |
| Gm | 88,403,711 | 0 | 0 | 88,403,711 | 45 | 196,452,691.11 |
| HSBAl | 82,337,807 | 4,881,307 | 0 | 87,219,114 | 41,574,719 | 209.79 |
| AALl | 53,167,809 | 33,854,526 | 0 | 87,022,336 | 82,994,223 | 104.85 |
| ORp | 85,804,339 | 0 | 0 | 85,804,339 | 17,734 | 483,840.87 |
| ASMLa | 84,022,262 | 1,658,544 | 0 | 85,680,806 | 527,218 | 16,251.49 |
| UHRz | 78,501,274 | 767,775 | 0 | 79,269,049 | 5,030,100 | 1,575.89 |
| CPGl | 75,829,194 | 2,758,652 | 0 | 78,587,846 | 9,624,579 | 816.53 |
| BOLs | 74,185,719 | 0 | 0 | 74,185,719 | 470 | 15,784,195.53 |
| UCBb | 73,314,129 | 0 | 0 | 73,314,129 | 124 | 59,124,297.58 |
| NESNz | 60,351,873 | 8,975,110 | 151 | 69,327,135 | 72,102,677 | 96.15 |
| SGOp | 67,998,245 | 0 | 0 | 67,998,245 | 13,832 | 491,600.96 |
| ADYENa | 65,490,897 | 224,774 | 0 | 65,715,671 | 445,951 | 14,736.07 |
| AZNl | 50,964,227 | 13,272,166 | 0 | 64,236,393 | 75,938,219 | 84.59 |
| NWGl | 58,500,271 | 3,533,179 | 0 | 62,033,450 | 19,498,136 | 318.15 |
| LRp | 61,925,244 | 3,063 | 0 | 61,928,307 | 4,793 | 1,292,057.31 |
| SHBAs | 60,598,862 | 12,737 | 0 | 60,611,599 | 62,593 | 96,834.47 |
| NOVNz | 53,738,298 | 6,265,115 | 0 | 60,003,413 | 64,319,509 | 93.29 |
| MCp | 57,613,765 | 127,241 | 0 | 57,741,005 | 61,149 | 94,426.74 |
Data for 2024-04-24 to 2024-04-30 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.