Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
Data for 2025-01-06 to 2025-01-10 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) |
|---|---|---|---|---|---|---|
| PRXa | 241,579,561 | 14,182,381 | 0 | 255,761,942 | 79,490,894 | 321.75 |
| CLNXe | 208,771,493 | 5,006,512 | 0 | 213,778,005 | 17,777,286 | 1,202.53 |
| NOVOBc | 176,181,907 | 32,706,502 | 0 | 208,888,408 | 126,872,906 | 164.64 |
| INGAa | 192,093,079 | 5,502,391 | 0 | 197,595,470 | 56,924,354 | 347.12 |
| RMSp | 157,300,076 | 6,186,608 | 0 | 163,486,685 | 50,085,726 | 326.41 |
| TEFe | 159,730,194 | 1,246,823 | 0 | 160,977,017 | 10,506,253 | 1,532.20 |
| BBVAe | 146,781,836 | 9,260,290 | 0 | 156,042,126 | 44,334,066 | 351.97 |
| AIp | 115,418,911 | 34,603,700 | 0 | 150,022,611 | 42,595,747 | 352.20 |
| ASMLa | 113,046,926 | 21,370,973 | 0 | 134,417,899 | 171,231,883 | 78.50 |
| SAPd | 118,986,323 | 10,490,455 | 0 | 129,476,778 | 107,790,337 | 120.12 |
| ITXe | 123,776,029 | 4,502,043 | 0 | 128,278,073 | 30,913,517 | 414.96 |
| IBEe | 114,509,995 | 13,184,443 | 0 | 127,694,438 | 62,861,005 | 203.14 |
| TTEp | 117,068,767 | 9,788,126 | 0 | 126,856,893 | 72,886,100 | 174.05 |
| MCp | 98,189,904 | 21,832,082 | 0 | 120,021,986 | 97,280,657 | 123.38 |
| ENRd | 106,693,880 | 10,688,931 | 0 | 117,382,811 | 51,071,273 | 229.84 |
| ABIb | 84,113,302 | 25,736,874 | 0 | 109,850,176 | 62,496,978 | 175.77 |
| REPe | 93,606,424 | 5,816,676 | 0 | 99,423,100 | 21,589,241 | 460.52 |
| PNDORc | 95,781,894 | 1,457,045 | 0 | 97,238,939 | 10,414,210 | 933.71 |
| MBGd | 86,359,033 | 7,283,457 | 0 | 93,642,490 | 58,056,668 | 161.29 |
| EQNRo | 87,842,850 | 5,308,436 | 0 | 93,151,287 | 27,662,225 | 336.75 |
| BNPp | 76,758,102 | 14,390,598 | 0 | 91,148,701 | 45,305,428 | 201.19 |
| SANe | 85,552,403 | 4,984,110 | 0 | 90,536,512 | 45,420,867 | 199.33 |
| ARGXb | 87,229,817 | 2,125,810 | 0 | 89,355,626 | 15,287,660 | 584.50 |
| MONCm | 84,403,842 | 3,548,255 | 0 | 87,952,097 | 14,547,147 | 604.60 |
| SGOp | 79,349,445 | 6,186,820 | 0 | 85,536,265 | 37,469,864 | 228.28 |
Data for 2025-01-06 to 2025-01-10 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.