Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 63,161 | 93.89% | 34.54% | 1.66 |
| Cboe CH 20 | 150,519 | 95.40% | 34.48% | 0.82 |
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) |
|---|---|---|---|---|---|---|
| BNRd | 487,995,667 | 0 | 0 | 487,995,667 | 154 | 316,880,303.25 |
| SAPd | 262,432,176 | 165,637 | 409 | 262,598,222 | 161,183 | 162,919.30 |
| HMBs | 242,159,828 | 0 | 0 | 242,159,828 | 11,242 | 2,154,063.58 |
| INGAa | 215,724,492 | 5,197 | 0 | 215,729,689 | 69,595 | 309,978.72 |
| ALOp | 157,097,175 | 0 | 0 | 157,097,175 | 190 | 82,682,723.68 |
| SANe | 153,957,768 | 0 | 0 | 153,957,768 | 191,106 | 80,561.45 |
| HOLNz | 146,306,667 | 1,732,786 | 0 | 148,039,453 | 16,786,456 | 881.90 |
| HEId | 121,284,215 | 0 | 0 | 121,284,215 | 4,478 | 2,708,446.07 |
| BBVAe | 111,366,243 | 0 | 0 | 111,366,243 | 7,269 | 1,532,071.03 |
| AZNl | 99,168,618 | 10,969,889 | 0 | 110,138,507 | 34,246,857 | 321.60 |
| TSCOl | 97,255,455 | 6,538,162 | 0 | 103,793,617 | 11,826,027 | 877.67 |
| AALl | 85,494,888 | 7,997,854 | 0 | 93,492,743 | 18,645,365 | 501.43 |
| ADSd | 80,220,091 | 178 | 0 | 80,220,269 | 2,118 | 3,787,548.11 |
| AIp | 76,578,792 | 2,811 | 0 | 76,581,602 | 24,109 | 317,647.36 |
| MRKd | 75,676,569 | 0 | 0 | 75,676,569 | 9,796 | 772,525.20 |
| MCp | 70,228,331 | 40,677 | 0 | 70,269,008 | 113,603 | 61,854.89 |
| ORp | 70,102,890 | 0 | 0 | 70,102,890 | 29,958 | 234,003.91 |
| RYAi | 68,901,615 | 0 | 0 | 68,901,615 | 10,032 | 686,818.33 |
| SAMPOh | 66,326,355 | 0 | 0 | 66,326,355 | 48 | 138,179,906.25 |
| AIRp | 59,109,476 | 2,900,230 | 0 | 62,009,706 | 185,949 | 33,347.70 |
| NNa | 61,610,561 | 69 | 0 | 61,610,630 | 57,071 | 107,954.36 |
| CLNXe | 61,563,051 | 0 | 0 | 61,563,051 | 16,954 | 363,118.15 |
| MBGd | 50,101,482 | 7,062 | 0 | 50,108,544 | 23,982 | 208,942.31 |
| RRl | 43,126,313 | 3,974,130 | 0 | 47,100,443 | 19,370,325 | 243.16 |
| NOVOBc | 44,449,345 | 48,162 | 0 | 44,497,507 | 166,129 | 26,784.91 |
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.