Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
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
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 | 461,304,618 | 23,755,266 | 0 | 485,059,884 | 167,581,815 | 289.45 |
MCp | 353,958,105 | 29,407,431 | 0 | 383,365,536 | 135,662,544 | 282.59 |
ORp | 363,564,888 | 11,445,523 | 0 | 375,010,411 | 62,563,965 | 599.40 |
ADYENa | 342,310,511 | 18,713,885 | 0 | 361,024,395 | 47,022,061 | 767.78 |
SAPd | 171,285,886 | 12,206,629 | 0 | 183,492,515 | 100,614,405 | 182.37 |
NOVOBc | 108,243,118 | 26,085,357 | 0 | 134,328,475 | 105,850,925 | 126.90 |
BNPp | 118,192,492 | 15,408,691 | 0 | 133,601,183 | 58,506,882 | 228.35 |
TTEp | 105,643,154 | 6,269,411 | 0 | 111,912,565 | 67,244,470 | 166.43 |
SUp | 91,763,723 | 15,049,000 | 0 | 106,812,723 | 80,483,385 | 132.71 |
ABIb | 99,662,252 | 3,104,964 | 0 | 102,767,216 | 35,821,966 | 286.88 |
RMSp | 90,693,168 | 9,085,807 | 0 | 99,778,975 | 49,128,082 | 203.10 |
CAPp | 41,968,270 | 54,596,447 | 0 | 96,564,716 | 39,829,957 | 242.44 |
KBCb | 92,457,748 | 738,873 | 0 | 93,196,620 | 11,317,635 | 823.46 |
ISPm | 72,851,652 | 19,850,795 | 0 | 92,702,447 | 63,988,526 | 144.87 |
DSVc | 87,217,636 | 4,149,157 | 0 | 91,366,794 | 19,552,233 | 467.30 |
AMSe | 81,986,178 | 6,054,029 | 0 | 88,040,208 | 22,396,863 | 393.09 |
IFXd | 77,564,165 | 4,195,052 | 0 | 81,759,217 | 46,226,429 | 176.87 |
KERp | 60,235,483 | 18,091,309 | 0 | 78,326,793 | 51,404,932 | 152.37 |
BBVAe | 71,745,415 | 5,901,310 | 0 | 77,646,724 | 53,229,549 | 145.87 |
SANp | 57,120,050 | 18,438,629 | 0 | 75,558,679 | 57,251,146 | 131.98 |
RHMd | 63,285,338 | 11,101,637 | 0 | 74,386,975 | 54,790,472 | 135.77 |
ITXe | 63,894,252 | 5,304,012 | 0 | 69,198,263 | 33,429,488 | 207.00 |
BNRd | 65,871,698 | 626,138 | 0 | 66,497,837 | 6,875,581 | 967.16 |
AIRp | 55,952,451 | 10,384,646 | 0 | 66,337,098 | 56,264,258 | 117.90 |
ERFp | 65,297,341 | 868,676 | 0 | 66,166,017 | 6,799,910 | 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.