Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 75,789 | 94.37% | 34.36% | 2.35 |
| Cboe CH 20 | 130,737 | 95.57% | 29.94% | 0.74 |
Data for 2024-12-18 to 2024-12-24 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) |
|---|---|---|---|---|---|---|
| BAl | 169,237,792 | 1,340,224 | 0 | 170,578,016 | 13,437,684 | 1,269.40 |
| ZEALc | 152,307,397 | 0 | 0 | 152,307,397 | 0 | n/a |
| TEFe | 151,699,309 | 0 | 0 | 151,699,309 | 2,376 | 6,384,651.05 |
| TATEl | 123,121,322 | 8,521,973 | 0 | 131,643,295 | 2,314,821 | 5,686.98 |
| RKTl | 111,634,155 | 2,214,306 | 0 | 113,848,461 | 13,942,665 | 816.55 |
| BKTe | 85,338,515 | 0 | 0 | 85,338,515 | 6,018 | 1,418,054.42 |
| MUV2d | 82,447,205 | 0 | 0 | 82,447,205 | 36,858 | 223,688.76 |
| ELp | 68,338,141 | 0 | 0 | 68,338,141 | 46,794 | 146,040.39 |
| NESNz | 53,956,461 | 11,790,649 | 0 | 65,747,110 | 63,136,159 | 104.14 |
| NOVNz | 59,865,488 | 5,394,879 | 0 | 65,260,367 | 58,917,423 | 110.77 |
| PUMd | 59,803,989 | 0 | 0 | 59,803,989 | 8,878 | 673,620.06 |
| AZNl | 52,216,635 | 4,047,741 | 0 | 56,264,377 | 35,234,020 | 159.69 |
| BESIa | 53,403,587 | 0 | 0 | 53,403,587 | 15,107 | 353,502.26 |
| BTl | 50,664,730 | 226,754 | 0 | 50,891,484 | 3,238,821 | 1,571.30 |
| ULVRl | 44,864,594 | 5,927,963 | 0 | 50,792,558 | 23,191,828 | 219.01 |
| LSEGl | 47,863,070 | 2,399,519 | 0 | 50,262,589 | 13,290,084 | 378.20 |
| ITXe | 49,339,947 | 0 | 0 | 49,339,947 | 2,972 | 1,660,159.72 |
| A5Gi | 47,612,381 | 0 | 0 | 47,612,381 | 479 | 9,939,954.28 |
| HSBAl | 41,782,502 | 3,502,060 | 0 | 45,284,562 | 29,729,405 | 152.32 |
| JMTu | 44,901,063 | 0 | 0 | 44,901,063 | 0 | n/a |
| UBSGz | 37,846,357 | 5,502,757 | 0 | 43,349,114 | 37,710,872 | 114.95 |
| ABBNz | 37,892,568 | 2,723,063 | 0 | 40,615,632 | 33,148,201 | 122.53 |
| PLXp | 38,669,850 | 0 | 0 | 38,669,850 | 3,512 | 1,101,077.73 |
| SANe | 36,588,904 | 0 | 0 | 36,588,904 | 265 | 13,807,133.58 |
| EVOs | 36,415,557 | 0 | 0 | 36,415,557 | 76,234 | 47,768.13 |
Data for 2024-12-18 to 2024-12-24 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.