Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
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) |
|---|---|---|---|---|---|---|
| BBVAe | 215,073,055 | 28,145,369 | 0 | 243,218,425 | 44,028,126 | 552.42 |
| ASMLa | 206,119,154 | 29,246,097 | 0 | 235,365,251 | 212,847,971 | 110.58 |
| BNRd | 179,195,727 | 1,306,408 | 0 | 180,502,135 | 5,741,075 | 3,144.05 |
| EVOs | 176,991,360 | 2,231,096 | 0 | 179,222,456 | 11,275,009 | 1,589.55 |
| ORp | 156,857,924 | 9,287,765 | 0 | 166,145,688 | 47,869,251 | 347.08 |
| SUp | 144,968,055 | 14,116,015 | 0 | 159,084,070 | 63,659,618 | 249.90 |
| ITXe | 149,717,923 | 6,083,856 | 0 | 155,801,779 | 31,574,428 | 493.44 |
| MCp | 134,579,407 | 15,719,945 | 0 | 150,299,352 | 106,140,862 | 141.60 |
| SAPd | 131,512,652 | 11,013,658 | 0 | 142,526,310 | 76,559,127 | 186.17 |
| MBGd | 112,397,506 | 20,088,641 | 0 | 132,486,147 | 79,184,963 | 167.31 |
| UCGm | 114,503,077 | 8,403,371 | 0 | 122,906,448 | 67,130,575 | 183.09 |
| TTEp | 106,578,974 | 5,694,264 | 0 | 112,273,238 | 64,412,468 | 174.30 |
| AIRp | 100,193,292 | 9,703,568 | 0 | 109,896,859 | 57,049,079 | 192.64 |
| GLEp | 90,495,644 | 19,323,031 | 0 | 109,818,676 | 42,796,385 | 256.61 |
| NOVOBc | 84,488,157 | 18,515,334 | 0 | 103,003,491 | 109,478,448 | 94.09 |
| CABKe | 97,072,305 | 4,490,857 | 0 | 101,563,162 | 19,997,794 | 507.87 |
| BNPp | 89,813,026 | 11,273,918 | 0 | 101,086,943 | 51,479,881 | 196.36 |
| ENELm | 68,784,349 | 9,314,341 | 0 | 78,098,690 | 38,753,884 | 201.52 |
| DHLd | 68,715,486 | 6,926,568 | 0 | 75,642,054 | 24,465,854 | 309.17 |
| SANe | 64,887,662 | 9,877,074 | 0 | 74,764,736 | 44,358,063 | 168.55 |
| ADYENa | 44,941,553 | 28,612,272 | 0 | 73,553,824 | 19,922,096 | 369.21 |
| CLNXe | 69,849,823 | 3,160,857 | 0 | 73,010,680 | 16,396,502 | 445.28 |
| DTEd | 55,389,759 | 15,442,229 | 0 | 70,831,988 | 73,636,185 | 96.19 |
| SGOp | 61,534,129 | 8,180,601 | 0 | 69,714,730 | 43,940,179 | 158.66 |
| SANp | 63,610,268 | 5,439,139 | 0 | 69,049,407 | 42,787,770 | 161.38 |
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.