Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 141,578 | 97.55% | 78.10% | 4.83 |
Cboe CH 20 | 229,363 | 98.04% | 72.98% | 1.94 |
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) |
---|---|---|---|---|---|---|
ALCz | 5,532,619,117 | 2,536,802 | 0 | 5,535,155,919 | 7,730,298 | 71,603.40 |
UHRNz | 1,557,836,474 | 14,954 | 0 | 1,557,851,428 | 222,256 | 700,926.60 |
HELNz | 409,025,134 | 13,294 | 0 | 409,038,427 | 125,720 | 325,356.69 |
EVOs | 304,657,563 | 0 | 0 | 304,657,563 | 5,666 | 5,376,942.52 |
BALNz | 294,133,940 | 40,211 | 0 | 294,174,151 | 321,409 | 91,526.42 |
HEIAa | 212,293,057 | 2,742,682 | 0 | 215,035,739 | 244,995 | 87,771.48 |
DB1d | 189,880,739 | 72 | 0 | 189,880,811 | 7,121 | 2,666,490.82 |
SANe | 141,707,370 | 48,276 | 0 | 141,755,646 | 85,833 | 165,152.85 |
AMSe | 132,379,611 | 356,621 | 0 | 132,736,232 | 214,727 | 61,816.27 |
AHTl | 122,235,659 | 1,230,841 | 0 | 123,466,499 | 2,699,775 | 4,573.21 |
CARLBc | 120,339,022 | 10,634 | 0 | 120,349,656 | 146,054 | 82,400.79 |
DSYp | 106,654,373 | 50,661 | 0 | 106,705,034 | 42,118 | 253,347.82 |
RKTl | 104,432,521 | 522,930 | 6,190 | 104,961,640 | 4,324,765 | 2,426.99 |
ISPm | 104,538,359 | 3,897 | 0 | 104,542,256 | 71,421 | 146,374.67 |
CFRz | 98,127,884 | 3,737,843 | 0 | 101,865,727 | 5,370,046 | 1,896.92 |
SIEd | 101,015,505 | 1,414 | 0 | 101,016,919 | 137,488 | 73,473.26 |
BTl | 98,089,562 | 1,873,816 | 921 | 99,964,298 | 7,679,425 | 1,301.72 |
AFPz | 97,730,620 | 4,834 | 0 | 97,735,454 | 8,815 | 1,108,740.26 |
RYAi | 93,352,652 | 131 | 0 | 93,352,784 | 34,152 | 273,345.00 |
AZNl | 85,677,043 | 3,578,471 | 5,230 | 89,260,745 | 10,731,164 | 831.79 |
BBVAe | 88,536,165 | 315,908 | 0 | 88,852,073 | 190,737 | 46,583.55 |
AALl | 81,734,720 | 4,980,603 | 0 | 86,715,323 | 11,515,043 | 753.06 |
GLENl | 80,452,378 | 5,057,519 | 0 | 85,509,896 | 11,013,319 | 776.42 |
LOGNz | 79,781,366 | 1,272,353 | 0 | 81,053,718 | 2,137,442 | 3,792.09 |
NESNz | 73,710,223 | 2,482,968 | 0 | 76,193,191 | 9,376,510 | 812.60 |
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.