Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 84,310 | 92.90% | 35.62% | 1.71 |
| Cboe CH 20 | 173,232 | 95.37% | 30.77% | 0.73 |
Data for 2024-04-16 to 2024-04-22 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) |
|---|---|---|---|---|---|---|
| RIOl | 258,533,046 | 7,773,966 | 0 | 266,307,013 | 40,577,791 | 656.29 |
| NESNz | 105,580,273 | 15,781,493 | 0 | 121,361,765 | 68,424,787 | 177.37 |
| ITXe | 106,525,805 | 8,319 | 0 | 106,534,124 | 257,884 | 41,310.87 |
| ORp | 93,318,628 | 206,116 | 0 | 93,524,744 | 329,981 | 28,342.46 |
| TKWYa | 93,452,272 | 7,148 | 0 | 93,459,420 | 3,111 | 3,004,160.08 |
| BNPp | 92,215,525 | 100,348 | 0 | 92,315,873 | 41,202 | 224,056.78 |
| ASMLa | 88,689,627 | 705,442 | 0 | 89,395,069 | 878,592 | 10,174.81 |
| CFRz | 76,874,674 | 8,700,260 | 0 | 85,574,934 | 32,392,376 | 264.18 |
| BPl | 78,548,009 | 6,400,078 | 0 | 84,948,087 | 49,812,825 | 170.53 |
| DGEl | 77,843,445 | 4,021,769 | 0 | 81,865,214 | 27,967,754 | 292.71 |
| UCBb | 73,673,019 | 0 | 0 | 73,673,019 | 15,550 | 473,781.47 |
| MCp | 70,531,006 | 1,358,989 | 0 | 71,889,995 | 260,522 | 27,594.60 |
| HSBAl | 65,429,949 | 6,296,365 | 0 | 71,726,314 | 31,987,100 | 224.24 |
| VWSc | 68,346,672 | 2,171 | 0 | 68,348,843 | 14,712 | 464,578.87 |
| AZNl | 56,027,215 | 8,648,468 | 0 | 64,675,683 | 48,185,766 | 134.22 |
| PGHNz | 21,820,789 | 38,208,986 | 0 | 60,029,776 | 16,707,524 | 359.30 |
| BTl | 59,414,211 | 592,011 | 0 | 60,006,221 | 5,044,890 | 1,189.45 |
| AHTl | 55,349,270 | 2,807,128 | 0 | 58,156,398 | 16,887,265 | 344.38 |
| NOVNz | 39,748,002 | 16,781,015 | 0 | 56,529,017 | 54,462,223 | 103.79 |
| SUp | 55,313,705 | 25,020 | 0 | 55,338,725 | 90,635 | 61,056.68 |
| KERp | 51,065,440 | 11,187 | 0 | 51,076,627 | 30,837 | 165,634.23 |
| ASMa | 50,882,371 | 0 | 0 | 50,882,371 | 29,365 | 173,275.57 |
| AMSe | 50,506,686 | 0 | 0 | 50,506,686 | 2,254 | 2,240,758.03 |
| ABFl | 48,249,719 | 494,167 | 0 | 48,743,885 | 4,545,289 | 1,072.40 |
| ROGz | 37,271,128 | 11,065,803 | 0 | 48,336,930 | 45,802,139 | 105.53 |
Data for 2024-04-16 to 2024-04-22 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.