Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 136,083 | 97.66% | 78.97% | 5.27 |
| Cboe CH 20 | 235,088 | 98.18% | 73.28% | 1.81 |
Data for 2024-04-22 to 2024-04-26 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) |
|---|---|---|---|---|---|---|
| AIp | 439,057,003 | 1,383,096 | 0 | 440,440,098 | 50,579 | 870,796.37 |
| RIOl | 305,437,030 | 4,087,216 | 153 | 309,524,400 | 9,622,870 | 3,216.55 |
| IFXd | 268,757,285 | 97,682 | 226 | 268,855,193 | 148,969 | 180,477.28 |
| ASMLa | 161,421,388 | 1,548,331 | 0 | 162,969,719 | 531,532 | 30,660.38 |
| AMSe | 145,533,161 | 13,860 | 0 | 145,547,022 | 91,667 | 158,777.99 |
| AIRp | 144,473,267 | 8,976 | 0 | 144,482,243 | 60,930 | 237,128.25 |
| AZNl | 129,062,241 | 9,703,815 | 15,907 | 138,781,963 | 18,344,703 | 756.52 |
| UHRz | 112,788,650 | 390,362 | 0 | 113,179,013 | 1,142,809 | 9,903.58 |
| ORp | 106,408,735 | 9,774 | 0 | 106,418,509 | 87,443 | 121,700.43 |
| Gm | 105,876,353 | 0 | 0 | 105,876,353 | 74,431 | 142,247.66 |
| LRp | 103,729,978 | 0 | 0 | 103,729,978 | 20 | 518,649,890.00 |
| TKWYa | 101,429,622 | 0 | 0 | 101,429,622 | 135 | 75,133,053.33 |
| HSBAl | 94,784,165 | 4,125,899 | 0 | 98,910,065 | 8,834,266 | 1,119.62 |
| ULVRl | 95,373,350 | 2,713,537 | 0 | 98,086,887 | 13,330,253 | 735.82 |
| NOVNz | 95,140,443 | 2,662,180 | 0 | 97,802,623 | 9,947,576 | 983.18 |
| ADYENa | 93,109,202 | 0 | 0 | 93,109,202 | 85,529 | 108,862.73 |
| AALl | 79,465,247 | 13,254,672 | 0 | 92,719,919 | 16,410,121 | 565.02 |
| SAPd | 91,267,889 | 46,790 | 0 | 91,314,678 | 567,139 | 16,100.93 |
| NESNz | 86,976,330 | 4,220,342 | 0 | 91,196,672 | 13,389,160 | 681.12 |
| BNPp | 89,802,369 | 58,985 | 0 | 89,861,354 | 32,316 | 278,070.78 |
| HOLNz | 83,598,459 | 1,456,083 | 0 | 85,054,542 | 7,883,037 | 1,078.96 |
| SUp | 79,514,484 | 501,529 | 0 | 80,016,013 | 356,994 | 22,413.83 |
| AHTl | 74,819,222 | 3,606,200 | 0 | 78,425,422 | 4,101,985 | 1,911.89 |
| RACEm | 75,772,679 | 0 | 0 | 75,772,679 | 273,696 | 27,684.98 |
| UCBb | 73,959,241 | 0 | 0 | 73,959,241 | 0 | n/a |
Data for 2024-04-22 to 2024-04-26 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.