Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
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) |
---|---|---|---|---|---|---|
JUN3d | 2,248,912,654 | 10,438,682 | 0 | 2,259,351,337 | 423,316 | 533,726.89 |
SAPd | 405,173,770 | 11,035,301 | 0 | 416,209,071 | 94,476,077 | 440.54 |
AIRp | 279,086,556 | 100,466,418 | 0 | 379,552,975 | 156,448,287 | 242.61 |
ASMLa | 264,001,012 | 48,672,130 | 0 | 312,673,142 | 173,158,384 | 180.57 |
MCp | 256,803,069 | 16,696,893 | 0 | 273,499,962 | 97,209,644 | 281.35 |
SUp | 208,214,512 | 35,047,532 | 0 | 243,262,044 | 82,727,498 | 294.05 |
BNRd | 200,553,716 | 1,146,733 | 0 | 201,700,449 | 8,604,918 | 2,344.01 |
SANp | 137,230,950 | 25,860,100 | 0 | 163,091,051 | 65,000,391 | 250.91 |
SANe | 152,481,892 | 2,915,665 | 0 | 155,397,557 | 32,696,244 | 475.28 |
BNPp | 132,712,497 | 14,869,266 | 0 | 147,581,762 | 81,016,113 | 182.16 |
SAFp | 130,005,164 | 8,766,951 | 0 | 138,772,114 | 60,207,469 | 230.49 |
NOVOBc | 103,140,611 | 25,022,424 | 0 | 128,163,035 | 93,626,751 | 136.89 |
BBVAe | 117,210,866 | 4,808,781 | 0 | 122,019,647 | 27,283,875 | 447.22 |
MBGd | 98,138,300 | 14,687,662 | 0 | 112,825,962 | 92,406,843 | 122.10 |
SIEd | 103,405,327 | 7,867,459 | 0 | 111,272,787 | 77,697,940 | 143.21 |
HEId | 106,606,141 | 680,342 | 0 | 107,286,483 | 7,379,932 | 1,453.76 |
UPMh | 103,849,566 | 1,933,335 | 0 | 105,782,901 | 9,886,850 | 1,069.94 |
INGAa | 99,869,366 | 2,123,860 | 0 | 101,993,226 | 30,953,653 | 329.50 |
AMSe | 84,036,823 | 6,288,618 | 0 | 90,325,441 | 14,055,860 | 642.62 |
HTROs | 89,519,122 | 103,280 | 0 | 89,622,401 | 595,689 | 15,045.17 |
CSp | 83,302,731 | 5,828,329 | 0 | 89,131,060 | 47,486,517 | 187.70 |
AIp | 77,800,670 | 10,467,077 | 0 | 88,267,747 | 40,297,704 | 219.04 |
GLEp | 80,118,186 | 6,175,028 | 0 | 86,293,214 | 22,765,593 | 379.05 |
HMBs | 74,372,851 | 10,013,906 | 0 | 84,386,758 | 37,366,663 | 225.83 |
ORp | 69,920,474 | 11,807,820 | 0 | 81,728,294 | 64,799,782 | 126.12 |
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.