Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
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 | 276,530,171 | 2,198,350 | 0 | 278,728,520 | 13,141,992 | 2,120.90 |
| ASMLa | 163,775,062 | 19,479,990 | 0 | 183,255,052 | 127,995,426 | 143.17 |
| SANe | 171,802,880 | 8,156,199 | 0 | 179,959,079 | 29,437,084 | 611.33 |
| DSYp | 145,064,101 | 7,849,654 | 0 | 152,913,755 | 15,518,435 | 985.37 |
| BBVAe | 128,481,433 | 10,558,328 | 0 | 139,039,761 | 34,204,434 | 406.50 |
| AMSe | 131,226,642 | 4,537,529 | 0 | 135,764,171 | 19,656,794 | 690.67 |
| GLEp | 121,373,537 | 5,590,070 | 0 | 126,963,607 | 38,030,986 | 333.84 |
| ISPm | 116,988,156 | 6,635,808 | 0 | 123,623,964 | 46,929,533 | 263.42 |
| SHELLa | 112,161,509 | 6,542,671 | 0 | 118,704,180 | 58,431,508 | 203.15 |
| STMPAp | 104,391,789 | 11,510,247 | 0 | 115,902,037 | 16,582,787 | 698.93 |
| SAPd | 106,656,057 | 5,823,915 | 0 | 112,479,973 | 57,466,154 | 195.73 |
| NOVOBc | 74,117,367 | 21,657,446 | 0 | 95,774,813 | 98,868,559 | 96.87 |
| RIp | 89,308,934 | 3,796,598 | 0 | 93,105,532 | 16,249,609 | 572.97 |
| PRXa | 75,543,142 | 15,214,085 | 0 | 90,757,227 | 59,378,918 | 152.84 |
| SUp | 75,755,000 | 12,861,922 | 0 | 88,616,923 | 64,170,556 | 138.10 |
| SIEd | 69,153,115 | 13,505,451 | 0 | 82,658,566 | 92,603,758 | 89.26 |
| ORp | 75,587,462 | 6,301,772 | 0 | 81,889,234 | 37,061,262 | 220.96 |
| HEIAa | 77,935,794 | 3,935,647 | 0 | 81,871,441 | 18,098,964 | 452.35 |
| AIp | 78,036,770 | 1,908,086 | 0 | 79,944,855 | 22,269,972 | 358.98 |
| MCp | 70,708,908 | 6,756,423 | 0 | 77,465,331 | 68,053,751 | 113.83 |
| IFXd | 68,218,560 | 7,669,392 | 0 | 75,887,951 | 50,904,953 | 149.08 |
| DB1d | 71,841,322 | 3,079,929 | 0 | 74,921,251 | 19,349,837 | 387.19 |
| INGAa | 61,638,107 | 9,418,929 | 0 | 71,057,036 | 59,007,577 | 120.42 |
| ENIm | 59,120,052 | 10,106,794 | 0 | 69,226,846 | 39,913,912 | 173.44 |
| REPe | 66,195,497 | 3,012,618 | 0 | 69,208,115 | 12,332,774 | 561.17 |
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.