Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 98,310 | 96.41% | 69.51% | 4.16 |
Cboe CH 20 | 173,567 | 97.98% | 68.48% | 1.51 |
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) |
---|---|---|---|---|---|---|
NESNz | 854,621,355 | 4,176,453 | 0 | 858,797,807 | 8,583,605 | 10,005.09 |
ASMLa | 343,570,993 | 53,236 | 0 | 343,624,230 | 351,434 | 97,777.74 |
HOLNz | 332,041,083 | 791,675 | 0 | 332,832,757 | 4,454,441 | 7,471.93 |
MCp | 313,694,991 | 393,969 | 0 | 314,088,959 | 697,077 | 45,058.00 |
ZURNz | 285,903,002 | 553,671 | 0 | 286,456,673 | 4,680,291 | 6,120.49 |
KOMNz | 256,317,375 | 66,284 | 0 | 256,383,659 | 88,546 | 289,548.55 |
SANp | 214,673,062 | 27,069 | 0 | 214,700,131 | 239,983 | 89,464.73 |
NOVNz | 208,980,018 | 1,342,936 | 0 | 210,322,954 | 6,067,731 | 3,466.25 |
IMBl | 183,901,611 | 466,971 | 0 | 184,368,582 | 3,089,227 | 5,968.11 |
ORAp | 180,342,963 | 0 | 0 | 180,342,963 | 80,305 | 224,572.52 |
KERp | 137,882,142 | 16,378 | 0 | 137,898,521 | 57,668 | 239,124.85 |
ALCz | 136,661,391 | 758,947 | 113 | 137,420,450 | 3,437,911 | 3,997.21 |
MUV2d | 135,711,070 | 1,392 | 0 | 135,712,462 | 94,786 | 143,177.75 |
SAPd | 133,130,553 | 68,605 | 0 | 133,199,158 | 518,936 | 25,667.74 |
LSEGl | 123,280,090 | 2,302,754 | 0 | 125,582,845 | 5,898,595 | 2,129.03 |
BNZLl | 122,801,887 | 155,506 | 0 | 122,957,392 | 1,429,444 | 8,601.76 |
AIRp | 120,908,197 | 394,228 | 0 | 121,302,424 | 530,222 | 22,877.67 |
ASMa | 118,793,522 | 347 | 0 | 118,793,868 | 49,029 | 242,293.07 |
RIOl | 107,391,049 | 5,339,401 | 3,123 | 112,733,574 | 10,632,924 | 1,060.23 |
BEId | 102,463,303 | 53 | 0 | 102,463,356 | 6,573 | 1,558,852.21 |
MTXd | 102,128,035 | 352 | 0 | 102,128,388 | 85,953 | 118,818.88 |
RKTl | 90,407,625 | 10,101,061 | 8,712 | 100,517,398 | 19,794,199 | 507.81 |
CSp | 100,501,218 | 536 | 0 | 100,501,754 | 15,583 | 644,944.84 |
ROGz | 95,741,009 | 4,040,153 | 0 | 99,781,162 | 11,369,993 | 877.58 |
ULVRl | 87,339,192 | 1,951,537 | 0 | 89,290,730 | 6,720,966 | 1,328.54 |
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.