Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 55,944 | 92.44% | 36.46% | 1.62 |
| Cboe CH 20 | 145,931 | 96.17% | 33.78% | 0.78 |
Data for 2024-06-04 to 2024-06-10 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) |
|---|---|---|---|---|---|---|
| BNRd | 352,789,832 | 0 | 0 | 352,789,832 | 0 | n/a |
| HOLNz | 331,639,667 | 6,498,825 | 0 | 338,138,492 | 17,172,214 | 1,969.10 |
| DGEl | 207,894,020 | 4,274,094 | 0 | 212,168,113 | 25,019,429 | 848.01 |
| SANp | 143,772,755 | 2,035 | 0 | 143,774,790 | 50,352 | 285,539.38 |
| BBVAe | 134,596,157 | 2,806 | 0 | 134,598,963 | 133,308 | 100,968.41 |
| ASMLa | 107,476,425 | 363,608 | 0 | 107,840,034 | 632,432 | 17,051.64 |
| LRp | 90,342,388 | 22,593 | 0 | 90,364,981 | 20,929 | 431,769.22 |
| AALl | 78,362,137 | 7,477,494 | 0 | 85,839,630 | 23,326,710 | 367.99 |
| BNPp | 76,776,260 | 3,454,760 | 0 | 80,231,020 | 598,612 | 13,402.84 |
| MBGd | 77,520,204 | 1,217 | 0 | 77,521,421 | 18,415 | 420,968.89 |
| NESNz | 65,863,133 | 8,789,979 | 0 | 74,653,112 | 57,925,107 | 128.88 |
| HSBAl | 60,655,299 | 3,933,715 | 0 | 64,589,014 | 33,148,375 | 194.85 |
| ITXe | 62,018,223 | 0 | 0 | 62,018,223 | 4,815 | 1,288,021.25 |
| NOVOBc | 61,874,597 | 11,564 | 0 | 61,886,161 | 64,083 | 96,571.88 |
| CAPp | 57,106,560 | 0 | 0 | 57,106,560 | 23,672 | 241,240.96 |
| MCp | 56,707,187 | 72,476 | 0 | 56,779,662 | 224,522 | 25,289.13 |
| IMIl | 56,597,400 | 102,392 | 0 | 56,699,792 | 1,182,766 | 4,793.83 |
| ABBNz | 48,208,261 | 7,027,764 | 0 | 55,236,026 | 29,878,488 | 184.87 |
| SAPd | 51,035,230 | 89,420 | 0 | 51,124,650 | 84,971 | 60,167.17 |
| KERp | 50,208,785 | 197 | 0 | 50,208,982 | 2,238 | 2,243,475.51 |
| ZALd | 49,976,741 | 0 | 0 | 49,976,741 | 2,209 | 2,262,414.71 |
| IMBl | 47,641,095 | 1,219,107 | 0 | 48,860,202 | 5,643,518 | 865.78 |
| AIRp | 48,376,240 | 68,084 | 0 | 48,444,324 | 120,930 | 40,059.81 |
| ULVRl | 41,882,564 | 3,276,100 | 0 | 45,158,664 | 28,563,091 | 158.10 |
| GSKl | 39,269,615 | 4,403,770 | 0 | 43,673,385 | 30,294,719 | 144.16 |
Data for 2024-06-04 to 2024-06-10 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.