Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
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) |
|---|---|---|---|---|---|---|
| SANe | 611,770,422 | 7,243,110 | 0 | 619,013,532 | 43,020,764 | 1,438.87 |
| BBVAe | 361,943,778 | 43,051,938 | 0 | 404,995,716 | 63,918,348 | 633.61 |
| SANp | 248,770,146 | 5,573,844 | 0 | 254,343,990 | 45,397,236 | 560.26 |
| ASMLa | 202,635,075 | 20,358,134 | 0 | 222,993,209 | 132,883,479 | 167.81 |
| STLAMm | 177,584,720 | 9,971,163 | 0 | 187,555,883 | 64,844,041 | 289.24 |
| SUp | 166,146,649 | 8,431,114 | 0 | 174,577,763 | 61,523,909 | 283.76 |
| CSp | 148,997,319 | 6,321,130 | 0 | 155,318,449 | 51,913,842 | 299.19 |
| AIp | 136,650,763 | 2,636,497 | 0 | 139,287,259 | 31,087,380 | 448.05 |
| ENELm | 123,379,073 | 4,541,223 | 0 | 127,920,296 | 27,977,340 | 457.23 |
| SAPd | 112,199,420 | 10,866,461 | 0 | 123,065,880 | 67,156,947 | 183.25 |
| VOLVBs | 113,192,546 | 8,871,321 | 0 | 122,063,866 | 26,152,709 | 466.74 |
| NOVOBc | 99,134,934 | 20,816,234 | 0 | 119,951,168 | 120,969,336 | 99.16 |
| MCp | 99,354,612 | 7,925,723 | 0 | 107,280,335 | 60,615,041 | 176.99 |
| LRp | 91,636,117 | 11,898,129 | 0 | 103,534,246 | 33,532,861 | 308.75 |
| EQNRo | 95,322,809 | 5,190,413 | 0 | 100,513,221 | 26,452,961 | 379.97 |
| MBGd | 91,001,221 | 8,850,863 | 0 | 99,852,084 | 59,790,988 | 167.00 |
| SIEd | 83,269,486 | 10,770,171 | 0 | 94,039,657 | 67,078,052 | 140.19 |
| SAFp | 88,368,630 | 5,133,157 | 0 | 93,501,787 | 30,296,127 | 308.63 |
| HEIAa | 84,157,740 | 4,480,311 | 0 | 88,638,050 | 18,590,865 | 476.78 |
| UNAa | 78,018,571 | 10,324,000 | 0 | 88,342,570 | 17,883,594 | 493.99 |
| EVOs | 81,811,486 | 4,615,365 | 0 | 86,426,851 | 12,871,518 | 671.46 |
| BNp | 80,766,737 | 2,527,117 | 0 | 83,293,853 | 22,465,210 | 370.77 |
| CLNXe | 80,477,371 | 2,449,518 | 0 | 82,926,889 | 12,655,508 | 655.26 |
| GLEp | 65,071,795 | 13,529,940 | 0 | 78,601,734 | 58,336,869 | 134.74 |
| TTEp | 65,678,823 | 8,100,506 | 0 | 73,779,329 | 65,987,816 | 111.81 |
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.