Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
Data for 2025-04-02 to 2025-04-08 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) |
|---|---|---|---|---|---|---|
| MCp | 698,201,687 | 76,390,109 | 0 | 774,591,796 | 245,937,737 | 314.95 |
| IBEe | 442,726,484 | 37,736,610 | 0 | 480,463,094 | 130,481,509 | 368.22 |
| ASMLa | 270,281,038 | 89,016,599 | 0 | 359,297,636 | 375,237,806 | 95.75 |
| SUp | 232,456,596 | 103,158,284 | 0 | 335,614,880 | 250,827,644 | 133.80 |
| ORp | 259,251,718 | 63,717,911 | 0 | 322,969,629 | 156,628,209 | 206.20 |
| ENELm | 262,089,037 | 60,265,424 | 0 | 322,354,462 | 132,353,042 | 243.56 |
| AIRp | 168,436,235 | 112,637,306 | 0 | 281,073,541 | 224,891,139 | 124.98 |
| DSVc | 260,734,258 | 12,841,377 | 0 | 273,575,635 | 37,107,104 | 737.26 |
| SAPd | 208,576,338 | 53,504,536 | 0 | 262,080,873 | 266,959,941 | 98.17 |
| ISPm | 196,286,128 | 57,281,444 | 0 | 253,567,572 | 213,156,471 | 118.96 |
| HMBs | 244,228,622 | 7,734,110 | 0 | 251,962,732 | 19,963,703 | 1,262.10 |
| BBVAe | 219,959,114 | 18,226,288 | 0 | 238,185,402 | 106,850,586 | 222.91 |
| SIEd | 183,255,442 | 52,608,187 | 0 | 235,863,629 | 246,400,985 | 95.72 |
| ITXe | 204,726,548 | 27,418,840 | 0 | 232,145,388 | 81,982,703 | 283.16 |
| UCGm | 171,441,648 | 52,881,795 | 0 | 224,323,444 | 235,469,467 | 95.27 |
| BNPp | 174,809,789 | 45,401,601 | 0 | 220,211,390 | 189,594,601 | 116.15 |
| RACEm | 197,721,866 | 21,224,670 | 0 | 218,946,536 | 106,540,788 | 205.50 |
| RMSp | 190,876,453 | 23,841,023 | 0 | 214,717,476 | 99,065,304 | 216.74 |
| CBKd | 201,438,184 | 11,784,227 | 0 | 213,222,411 | 104,639,729 | 203.77 |
| JHYMx | 204,500,277 | 0 | 0 | 204,500,277 | 3,966 | 5,156,335.78 |
| AIp | 152,482,363 | 45,819,416 | 0 | 198,301,778 | 140,185,823 | 141.46 |
| SANe | 160,951,896 | 37,099,438 | 0 | 198,051,334 | 169,076,975 | 117.14 |
| TTEp | 163,762,892 | 33,230,587 | 0 | 196,993,479 | 139,220,816 | 141.50 |
| RHMd | 162,359,391 | 30,006,301 | 0 | 192,365,692 | 218,087,688 | 88.21 |
| EQNRo | 176,506,312 | 15,684,444 | 0 | 192,190,756 | 44,812,788 | 428.87 |
Data for 2025-04-02 to 2025-04-08 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.