Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 104,900 | 94.94% | 35.70% | 1.71 |
| Cboe CH 20 | 229,783 | 95.91% | 31.24% | 0.72 |
Data for 2025-03-28 to 2025-04-03 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) |
|---|---|---|---|---|---|---|
| ABNa | 531,823,178 | 0 | 0 | 531,823,178 | 4,606 | 11,546,313.03 |
| NOVOBc | 328,083,435 | 0 | 164 | 328,083,599 | 10,798 | 3,038,373.76 |
| HMBs | 282,878,347 | 0 | 0 | 282,878,347 | 2,320 | 12,193,032.20 |
| LSEGl | 186,459,836 | 7,232,657 | 0 | 193,692,493 | 23,661,750 | 818.59 |
| ITXe | 181,977,154 | 0 | 0 | 181,977,154 | 7,477 | 2,433,825.79 |
| HSBAl | 141,954,953 | 12,945,595 | 0 | 154,900,548 | 50,505,279 | 306.70 |
| PRUl | 136,186,610 | 13,443,972 | 0 | 149,630,581 | 19,451,353 | 769.26 |
| NEXp | 122,841,702 | 0 | 0 | 122,841,702 | 22,808 | 538,590.42 |
| ORp | 120,556,532 | 0 | 0 | 120,556,532 | 10,383 | 1,161,095.37 |
| INGAa | 118,921,474 | 0 | 0 | 118,921,474 | 5,053 | 2,353,482.56 |
| HOp | 117,909,645 | 0 | 0 | 117,909,645 | 10,615 | 1,110,783.28 |
| PRYm | 115,734,986 | 97,323 | 0 | 115,832,309 | 87,510 | 132,364.65 |
| GLENl | 94,786,676 | 12,657,424 | 0 | 107,444,100 | 25,901,773 | 414.81 |
| CTECl | 104,476,405 | 1,666,417 | 0 | 106,142,822 | 3,473,181 | 3,056.07 |
| MNGl | 101,063,661 | 277,242 | 0 | 101,340,903 | 2,453,309 | 4,130.78 |
| ITRKl | 96,016,714 | 494,124 | 0 | 96,510,838 | 6,297,831 | 1,532.45 |
| PRXa | 94,120,438 | 0 | 0 | 94,120,438 | 3,846 | 2,447,229.28 |
| RRl | 76,432,285 | 15,486,239 | 0 | 91,918,524 | 33,547,605 | 273.99 |
| NOVNz | 68,399,872 | 11,825,427 | 206 | 80,225,505 | 85,552,712 | 93.77 |
| ASMa | 73,484,150 | 0 | 0 | 73,484,150 | 36,036 | 203,918.72 |
| ULVRl | 68,190,216 | 4,048,222 | 0 | 72,238,439 | 33,174,712 | 217.75 |
| ROGz | 50,075,052 | 22,113,749 | 2,867 | 72,191,668 | 74,389,696 | 97.05 |
| NESNz | 50,518,847 | 19,015,492 | 455 | 69,534,793 | 75,122,859 | 92.56 |
| CFRz | 61,724,064 | 6,954,108 | 1,479 | 68,679,650 | 49,624,275 | 138.40 |
| BAERz | 63,605,349 | 1,443,986 | 0 | 65,049,334 | 7,421,825 | 876.46 |
Data for 2025-03-28 to 2025-04-03 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.