Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 135,762 | 98.06% | 80.94% | 5.20 |
Cboe CH 20 | 200,849 | 98.19% | 73.46% | 2.05 |
Data for 2024-05-02 to 2024-05-08 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) |
---|---|---|---|---|---|---|
DSYp | 655,184,857 | 3,134 | 0 | 655,187,991 | 31,479 | 2,081,349.44 |
ASMLa | 246,387,738 | 87,043 | 0 | 246,474,781 | 396,082 | 62,228.22 |
BBVAe | 233,133,081 | 449,036 | 0 | 233,582,117 | 284,175 | 82,196.57 |
CSp | 193,805,445 | 143,511 | 0 | 193,948,956 | 102,364 | 189,469.89 |
SAPd | 175,894,539 | 18,376 | 0 | 175,912,916 | 56,673 | 310,399.87 |
BNp | 168,389,582 | 164 | 0 | 168,389,746 | 19,213 | 876,436.51 |
LRp | 161,377,935 | 1,945 | 0 | 161,379,880 | 3,151 | 5,121,544.91 |
SANp | 159,599,570 | 0 | 0 | 159,599,570 | 9,696 | 1,646,035.17 |
NWGl | 157,534,887 | 981,992 | 380 | 158,517,259 | 9,048,768 | 1,751.81 |
BALNz | 141,872,249 | 50,627 | 0 | 141,922,876 | 408,361 | 34,754.27 |
NOVOBc | 123,035,382 | 64,798 | 0 | 123,100,180 | 611,340 | 20,136.12 |
CLNXe | 116,952,216 | 162,003 | 0 | 117,114,219 | 115,004 | 101,834.91 |
STLAMm | 115,998,133 | 478,845 | 0 | 116,476,978 | 384,346 | 30,305.24 |
NESTEh | 106,868,297 | 16,149 | 0 | 106,884,447 | 7,156 | 1,493,633.97 |
SIEd | 102,371,050 | 11,357 | 0 | 102,382,407 | 62,000 | 165,132.91 |
NESNz | 93,213,547 | 4,804,192 | 0 | 98,017,739 | 9,845,982 | 995.51 |
CFRz | 91,446,510 | 4,543,936 | 0 | 95,990,446 | 4,160,149 | 2,307.38 |
Gm | 93,138,289 | 905,110 | 0 | 94,043,400 | 656,475 | 14,325.51 |
MROl | 77,087,791 | 2,097,897 | 0 | 79,185,688 | 2,376,348 | 3,332.24 |
MONCm | 77,873,645 | 2,649 | 0 | 77,876,294 | 50,456 | 154,344.96 |
BASd | 77,797,470 | 0 | 0 | 77,797,470 | 8,566 | 908,212.35 |
NOVNz | 74,773,506 | 700,507 | 0 | 75,474,013 | 4,049,370 | 1,863.85 |
MCp | 73,286,774 | 11,538 | 0 | 73,298,312 | 71,330 | 102,759.44 |
BPl | 67,626,541 | 5,032,658 | 0 | 72,659,198 | 15,319,480 | 474.29 |
SRT3d | 70,024,605 | 0 | 0 | 70,024,605 | 2,264 | 3,092,959.58 |
Data for 2024-05-02 to 2024-05-08 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.