Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 143,911 | 98.82% | 76.59% | 4.42 |
| Cboe CH 20 | 335,627 | 99.05% | 77.36% | 1.85 |
Data for 2025-03-24 to 2025-03-28 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) |
|---|---|---|---|---|---|---|
| NOVOBc | 1,150,980,370 | 364,632 | 0 | 1,151,345,002 | 135,629 | 848,892.94 |
| RRl | 287,687,600 | 3,598,685 | 0 | 291,286,285 | 10,072,862 | 2,891.79 |
| GLENl | 237,432,122 | 18,797,096 | 0 | 256,229,217 | 9,973,736 | 2,569.04 |
| IHGl | 231,119,068 | 888,944 | 0 | 232,008,012 | 4,758,118 | 4,876.05 |
| ITRKl | 219,656,311 | 1,415,424 | 0 | 221,071,735 | 1,190,054 | 18,576.61 |
| MNDIl | 163,481,069 | 59,505 | 0 | 163,540,574 | 732,034 | 22,340.57 |
| ITXe | 150,033,672 | 146,316 | 0 | 150,179,987 | 37,423 | 401,303.98 |
| SANe | 122,450,274 | 332,244 | 0 | 122,782,517 | 8,833 | 1,390,043.21 |
| PRUl | 110,528,767 | 3,353,761 | 0 | 113,882,528 | 5,467,222 | 2,083.01 |
| UBSGz | 90,303,276 | 3,705,645 | 0 | 94,008,921 | 6,463,165 | 1,454.53 |
| LLOYl | 82,061,774 | 7,889,838 | 0 | 89,951,612 | 8,480,023 | 1,060.75 |
| NOVNz | 86,746,916 | 2,680,352 | 0 | 89,427,268 | 9,900,889 | 903.22 |
| ABBNz | 84,228,861 | 1,962,851 | 0 | 86,191,712 | 6,486,027 | 1,328.88 |
| AZNl | 82,293,240 | 3,664,361 | 0 | 85,957,601 | 10,748,047 | 799.75 |
| NWGl | 76,949,812 | 8,278,916 | 2,765 | 85,231,493 | 8,944,850 | 952.86 |
| GEBNz | 81,922,755 | 351,947 | 0 | 82,274,702 | 3,167,543 | 2,597.43 |
| ROGz | 76,014,967 | 4,652,509 | 0 | 80,667,476 | 12,710,186 | 634.67 |
| BARCl | 76,588,872 | 2,535,467 | 0 | 79,124,339 | 6,274,209 | 1,261.10 |
| HMBs | 72,715,231 | 343,789 | 0 | 73,059,020 | 64,617 | 113,064.70 |
| STLAMm | 69,719,062 | 1,061,180 | 0 | 70,780,241 | 17,305 | 409,016.13 |
| KBCb | 67,821,795 | 31,229 | 0 | 67,853,024 | 14,214 | 477,367.55 |
| AIRp | 64,685,374 | 1,769,519 | 0 | 66,454,893 | 1,728 | 3,845,769.27 |
| ULVRl | 61,826,836 | 4,139,024 | 0 | 65,965,861 | 10,570,630 | 624.05 |
| VODl | 64,154,924 | 570,761 | 0 | 64,725,685 | 3,320,193 | 1,949.46 |
| CFRz | 61,362,124 | 3,331,787 | 0 | 64,693,911 | 12,399,792 | 521.73 |
Data for 2025-03-24 to 2025-03-28 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.