Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 91,992 | 97.84% | 74.35% | 4.69 |
Cboe CH 20 | 157,277 | 98.35% | 72.34% | 1.79 |
Data for 2024-06-24 to 2024-06-28 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) |
---|---|---|---|---|---|---|
MOLNz | 6,290,981,170 | 5,535 | 0 | 6,290,986,705 | 7,923 | 79,401,573.96 |
JUN3d | 3,501,072,594 | 0 | 0 | 3,501,072,594 | 1,551 | 225,730,018.96 |
SPSNz | 2,877,702,544 | 59,545 | 0 | 2,877,762,089 | 214,185 | 1,343,587.13 |
GALDz | 2,791,501,596 | 838,227 | 0 | 2,792,339,823 | 956,279 | 292,000.54 |
STMNz | 1,634,885,145 | 198,586,000 | 0 | 1,833,471,145 | 1,213,857 | 151,045.07 |
LONNz | 870,843,779 | 1,332,470 | 0 | 872,176,249 | 2,430,058 | 35,891.17 |
ZURNz | 682,782,307 | 685,087 | 200 | 683,467,594 | 2,390,148 | 28,595.20 |
KNINz | 474,289,432 | 55,959,862 | 0 | 530,249,293 | 1,275,441 | 41,573.80 |
BNRd | 489,982,956 | 0 | 0 | 489,982,956 | 5,619 | 8,720,109.56 |
SAPd | 463,318,987 | 143,718 | 534 | 463,463,238 | 499,190 | 92,843.05 |
YPSNz | 306,164,863 | 13,141 | 0 | 306,178,005 | 155,159 | 197,331.77 |
HOLNz | 298,475,465 | 503,127 | 0 | 298,978,592 | 2,913,949 | 10,260.25 |
HEId | 266,664,511 | 0 | 0 | 266,664,511 | 0 | n/a |
HMBs | 244,210,848 | 0 | 0 | 244,210,848 | 19,979 | 1,222,337.69 |
INGAa | 229,535,008 | 17,290 | 0 | 229,552,298 | 41,837 | 548,682.50 |
AZNl | 184,453,290 | 4,436,319 | 39,983 | 188,929,592 | 7,682,295 | 2,459.29 |
HTROs | 178,325,137 | 0 | 0 | 178,325,137 | 0 | n/a |
SANe | 173,001,613 | 2,023 | 0 | 173,003,636 | 71,547 | 241,804.18 |
PGHNz | 164,410,215 | 635,822 | 0 | 165,046,038 | 1,968,712 | 8,383.45 |
ALOp | 159,561,230 | 696 | 0 | 159,561,926 | 704 | 22,665,046.31 |
AALl | 148,750,102 | 6,803,352 | 2,364 | 155,555,817 | 4,633,876 | 3,356.93 |
TSCOl | 150,294,924 | 4,443,354 | 0 | 154,738,277 | 5,430,952 | 2,849.19 |
MCp | 125,339,630 | 1,614 | 0 | 125,341,244 | 58,613 | 213,845.47 |
AIRp | 116,751,461 | 3,315,091 | 0 | 120,066,552 | 227,687 | 52,733.16 |
NNa | 113,950,566 | 0 | 0 | 113,950,566 | 2,242 | 5,082,540.86 |
Data for 2024-06-24 to 2024-06-28 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.