Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 47,648 | 91.78% | 34.92% | 1.61 |
Cboe CH 20 | 133,981 | 94.66% | 32.35% | 0.82 |
Data for 2024-05-01 to 2024-05-07 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) |
---|---|---|---|---|---|---|
BBVAe | 186,142,881 | 0 | 0 | 186,142,881 | 110,843 | 167,933.82 |
SANp | 167,677,037 | 0 | 0 | 167,677,037 | 3,030 | 5,533,895.61 |
ASMLa | 136,881,328 | 661,079 | 0 | 137,542,406 | 569,930 | 24,133.21 |
CSp | 115,764,837 | 92,763 | 0 | 115,857,600 | 146,655 | 79,000.10 |
BNp | 113,926,835 | 205 | 0 | 113,927,040 | 17,872 | 637,461.06 |
NWGl | 112,060,679 | 1,466,600 | 0 | 113,527,279 | 12,963,883 | 875.72 |
LRp | 92,856,368 | 0 | 0 | 92,856,368 | 1,560 | 5,952,331.28 |
NOVOBc | 84,674,276 | 7,763 | 0 | 84,682,039 | 107,846 | 78,521.26 |
SRT3d | 81,712,674 | 0 | 0 | 81,712,674 | 10,887 | 750,552.71 |
STLAMm | 68,971,782 | 123,762 | 0 | 69,095,544 | 30,770 | 224,554.90 |
NESNz | 60,308,487 | 8,299,701 | 0 | 68,608,188 | 53,571,826 | 128.07 |
NESTEh | 65,057,863 | 0 | 0 | 65,057,863 | 0 | n/a |
UBSGz | 52,083,534 | 9,521,479 | 0 | 61,605,012 | 56,323,940 | 109.38 |
CFRz | 53,766,027 | 6,611,331 | 0 | 60,377,358 | 22,877,699 | 263.91 |
ROGz | 53,628,159 | 6,698,253 | 0 | 60,326,412 | 54,251,683 | 111.20 |
Gm | 59,251,923 | 0 | 0 | 59,251,923 | 7,917 | 748,413.83 |
GSKl | 55,186,263 | 3,975,346 | 0 | 59,161,609 | 24,041,599 | 246.08 |
ITXe | 56,843,124 | 0 | 0 | 56,843,124 | 14,527 | 391,292.93 |
DHERd | 56,406,719 | 0 | 0 | 56,406,719 | 2,806 | 2,010,218.07 |
RHIMl | 54,878,438 | 9,355 | 0 | 54,887,794 | 72,415 | 75,796.17 |
BASd | 48,482,884 | 2,337,756 | 0 | 50,820,640 | 49,436 | 102,800.87 |
IHGl | 47,899,524 | 1,483,389 | 0 | 49,382,913 | 10,383,974 | 475.57 |
IBEe | 48,581,092 | 0 | 0 | 48,581,092 | 13,721 | 354,063.79 |
SANe | 47,515,647 | 31,368 | 0 | 47,547,015 | 95,544 | 49,764.52 |
SAPd | 46,197,419 | 11,877 | 0 | 46,209,295 | 119,372 | 38,710.33 |
Data for 2024-05-01 to 2024-05-07 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.