Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
Data for 2024-04-25 to 2024-05-01 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 | 282,417,685 | 25,595,110 | 0 | 308,012,795 | 161,044,561 | 191.26 |
| ORp | 267,244,286 | 3,860,502 | 0 | 271,104,788 | 52,674,958 | 514.67 |
| SANp | 234,515,017 | 12,960,438 | 0 | 247,475,455 | 79,308,649 | 312.04 |
| AIp | 238,883,142 | 7,186,445 | 0 | 246,069,586 | 29,888,458 | 823.29 |
| AIRp | 200,803,911 | 14,320,415 | 0 | 215,124,326 | 69,810,169 | 308.16 |
| SAPd | 182,790,306 | 9,838,344 | 0 | 192,628,650 | 97,784,259 | 196.99 |
| STLAMm | 136,840,851 | 39,758,853 | 0 | 176,599,704 | 70,668,413 | 249.90 |
| AMSe | 170,964,108 | 1,840,793 | 0 | 172,804,900 | 12,595,643 | 1,371.94 |
| SUp | 153,158,064 | 11,731,718 | 0 | 164,889,782 | 81,122,938 | 203.26 |
| ADYENa | 134,935,518 | 27,669,190 | 0 | 162,604,707 | 87,907,318 | 184.97 |
| MCp | 135,733,039 | 13,981,035 | 0 | 149,714,074 | 89,098,919 | 168.03 |
| BBVAe | 137,662,396 | 11,797,475 | 0 | 149,459,870 | 63,511,725 | 235.33 |
| EQNRo | 50,380,990 | 90,472,841 | 0 | 140,853,831 | 39,328,427 | 358.15 |
| ADSd | 115,063,111 | 6,500,919 | 0 | 121,564,030 | 36,993,424 | 328.61 |
| PHIAa | 100,615,832 | 14,714,950 | 0 | 115,330,782 | 84,484,476 | 136.51 |
| SANe | 95,724,630 | 18,545,675 | 0 | 114,270,304 | 58,425,659 | 195.58 |
| TTEp | 80,135,028 | 29,346,473 | 0 | 109,481,500 | 87,525,666 | 125.09 |
| DSYp | 93,015,673 | 12,566,546 | 0 | 105,582,219 | 49,482,766 | 213.37 |
| DHLd | 87,703,075 | 16,739,538 | 0 | 104,442,613 | 25,926,430 | 402.84 |
| CSp | 90,477,127 | 12,934,428 | 0 | 103,411,555 | 55,545,164 | 186.18 |
| NOVOBc | 89,820,077 | 11,941,344 | 0 | 101,761,421 | 87,064,402 | 116.88 |
| MLp | 98,387,580 | 2,995,372 | 0 | 101,382,952 | 16,465,041 | 615.75 |
| MONCm | 77,529,574 | 19,387,785 | 0 | 96,917,360 | 24,143,513 | 401.42 |
| EOANd | 86,942,021 | 4,934,952 | 0 | 91,876,973 | 16,274,519 | 564.54 |
| ENIm | 86,540,857 | 2,431,736 | 0 | 88,972,592 | 27,701,508 | 321.18 |
Data for 2024-04-25 to 2024-05-01 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.