Taker Reports

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IndexNotional ImprovedAt or BetterBetterbps

Data for 2024-03-21 to 2024-03-27 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

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SymbolMissed 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)
ASMLa461,304,61823,755,2660485,059,884167,581,815 289.45
MCp353,958,10529,407,4310383,365,536135,662,544 282.59
ORp363,564,88811,445,5230375,010,41162,563,965 599.40
ADYENa342,310,51118,713,8850361,024,39547,022,061 767.78
SAPd171,285,88612,206,6290183,492,515100,614,405 182.37
NOVOBc108,243,11826,085,3570134,328,475105,850,925 126.90
BNPp118,192,49215,408,6910133,601,18358,506,882 228.35
TTEp105,643,1546,269,4110111,912,56567,244,470 166.43
SUp91,763,72315,049,0000106,812,72380,483,385 132.71
ABIb99,662,2523,104,9640102,767,21635,821,966 286.88
RMSp90,693,1689,085,807099,778,97549,128,082 203.10
CAPp41,968,27054,596,447096,564,71639,829,957 242.44
KBCb92,457,748738,873093,196,62011,317,635 823.46
ISPm72,851,65219,850,795092,702,44763,988,526 144.87
DSVc87,217,6364,149,157091,366,79419,552,233 467.30
AMSe81,986,1786,054,029088,040,20822,396,863 393.09
IFXd77,564,1654,195,052081,759,21746,226,429 176.87
KERp60,235,48318,091,309078,326,79351,404,932 152.37
BBVAe71,745,4155,901,310077,646,72453,229,549 145.87
SANp57,120,05018,438,629075,558,67957,251,146 131.98
RHMd63,285,33811,101,637074,386,97554,790,472 135.77
ITXe63,894,2525,304,012069,198,26333,429,488 207.00
BNRd65,871,698626,138066,497,8376,875,581 967.16
AIRp55,952,45110,384,646066,337,09856,264,258 117.90
ERFp65,297,341868,676066,166,0176,799,910 973.04

Data for 2024-03-21 to 2024-03-27 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.