Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 57,489 | 91.95% | 33.74% | 1.53 |
Cboe CH 20 | 147,951 | 94.26% | 31.00% | 0.76 |
Data for 2024-05-13 to 2024-05-17 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) |
---|---|---|---|---|---|---|
EVOs | 288,858,593 | 0 | 0 | 288,858,593 | 983 | 29,385,411.29 |
SANe | 133,222,776 | 0 | 0 | 133,222,776 | 184,272 | 72,296.81 |
AMSe | 129,991,778 | 0 | 0 | 129,991,778 | 69,251 | 187,711.05 |
DB1d | 120,851,344 | 0 | 0 | 120,851,344 | 3,495 | 3,457,835.31 |
HEIAa | 117,834,503 | 1,871,797 | 0 | 119,706,300 | 315,651 | 37,923.62 |
CARLBc | 105,741,145 | 0 | 0 | 105,741,145 | 6,527 | 1,620,057.38 |
AHTl | 94,312,123 | 2,752,903 | 0 | 97,065,026 | 11,116,176 | 873.19 |
BBVAe | 88,366,701 | 1,645 | 0 | 88,368,347 | 1,969 | 4,487,981.06 |
RYAi | 83,938,725 | 0 | 0 | 83,938,725 | 11,452 | 732,961.27 |
DSYp | 79,966,923 | 16,943 | 0 | 79,983,866 | 163,538 | 48,908.43 |
SIEd | 75,514,151 | 3,166 | 0 | 75,517,317 | 107,275 | 70,396.01 |
ISPm | 69,809,157 | 63,893 | 0 | 69,873,050 | 63,710 | 109,673.60 |
GLENl | 56,160,459 | 9,128,596 | 0 | 65,289,054 | 27,372,531 | 238.52 |
HMBs | 62,301,284 | 984 | 0 | 62,302,268 | 1,831 | 3,402,636.16 |
ORp | 56,893,035 | 547 | 0 | 56,893,582 | 69,235 | 82,174.60 |
PRXa | 56,837,592 | 0 | 0 | 56,837,592 | 26,796 | 212,112.23 |
RKTl | 54,514,153 | 1,474,037 | 0 | 55,988,190 | 13,430,123 | 416.89 |
CFRz | 52,338,536 | 2,855,650 | 0 | 55,194,185 | 26,882,296 | 205.32 |
BTl | 49,129,458 | 3,473,812 | 0 | 52,603,269 | 18,835,489 | 279.28 |
SABe | 52,455,463 | 0 | 0 | 52,455,463 | 33,403 | 157,038.18 |
AZNl | 46,752,278 | 5,144,025 | 0 | 51,896,304 | 41,648,101 | 124.61 |
PUIGe | 48,761,970 | 0 | 0 | 48,761,970 | 10,314 | 472,774.58 |
KGFl | 47,340,679 | 649,302 | 0 | 47,989,981 | 4,466,231 | 1,074.51 |
LOGNz | 45,560,401 | 1,519,363 | 0 | 47,079,763 | 9,843,103 | 478.30 |
ROGz | 36,546,214 | 9,873,607 | 0 | 46,419,820 | 55,022,038 | 84.37 |
Data for 2024-05-13 to 2024-05-17 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.