Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 76,608 | 92.37% | 36.57% | 1.66 |
Cboe CH 20 | 182,005 | 95.28% | 33.44% | 0.72 |
Data for 2024-03-12 to 2024-03-18 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) |
---|---|---|---|---|---|---|
NESNz | 655,959,177 | 9,564,127 | 0 | 665,523,304 | 53,523,750 | 1,243.42 |
ASMLa | 265,896,770 | 863,370 | 0 | 266,760,140 | 302,435 | 88,204.12 |
HOLNz | 249,531,076 | 1,750,897 | 0 | 251,281,974 | 23,063,090 | 1,089.54 |
MCp | 217,708,864 | 18,406 | 0 | 217,727,270 | 221,736 | 98,192.12 |
SANp | 182,657,145 | 1,848 | 0 | 182,658,993 | 4,471 | 4,085,416.98 |
MUV2d | 129,133,575 | 0 | 0 | 129,133,575 | 1,056 | 12,228,558.24 |
IMBl | 120,788,289 | 1,604,927 | 0 | 122,393,216 | 9,075,988 | 1,348.54 |
RKTl | 91,324,707 | 24,466,254 | 0 | 115,790,961 | 59,006,831 | 196.23 |
KERp | 109,032,170 | 86 | 0 | 109,032,256 | 6,916 | 1,576,521.92 |
RIOl | 86,790,872 | 20,201,567 | 0 | 106,992,440 | 47,539,071 | 225.06 |
ORAp | 104,155,014 | 0 | 0 | 104,155,014 | 9,316 | 1,118,022.91 |
SAPd | 101,280,651 | 5,450 | 0 | 101,286,101 | 105,046 | 96,420.71 |
LSEGl | 94,181,458 | 5,908,539 | 0 | 100,089,997 | 20,710,303 | 483.29 |
CSp | 95,949,320 | 0 | 0 | 95,949,320 | 20,592 | 465,954.35 |
NOVNz | 82,843,287 | 8,117,103 | 0 | 90,960,390 | 60,413,532 | 150.56 |
DBKd | 85,338,013 | 6,529 | 0 | 85,344,543 | 73,817 | 115,616.38 |
ZURNz | 81,459,488 | 1,592,097 | 0 | 83,051,585 | 23,056,143 | 360.21 |
BNZLl | 81,684,393 | 505,316 | 0 | 82,189,709 | 4,827,233 | 1,702.63 |
ASMa | 81,706,383 | 6,931 | 0 | 81,713,315 | 42,938 | 190,305.36 |
AIRp | 77,615,056 | 48,036 | 0 | 77,663,093 | 21,055 | 368,858.20 |
CLNXe | 77,349,680 | 1,073 | 0 | 77,350,752 | 71,547 | 108,111.80 |
BEId | 75,288,670 | 0 | 0 | 75,288,670 | 2,993 | 2,515,491.81 |
DSFIRa | 71,240,181 | 7,738 | 0 | 71,247,919 | 280,778 | 25,375.18 |
CARLBc | 68,310,127 | 0 | 0 | 68,310,127 | 16,847 | 405,473.54 |
SIEd | 65,558,683 | 753,263 | 0 | 66,311,947 | 24,494 | 270,727.31 |
Data for 2024-03-12 to 2024-03-18 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.