Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 147,133 | 97.13% | 76.78% | 5.39 |
Cboe CH 20 | 229,172 | 98.13% | 73.55% | 1.99 |
Data for 2024-07-19 to 2024-07-25 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) |
---|---|---|---|---|---|---|
SAPd | 633,825,252 | 478,111 | 0 | 634,303,363 | 414,592 | 152,994.60 |
ASMLa | 502,655,166 | 1,168,221 | 0 | 503,823,388 | 144,997 | 347,471.59 |
TKWYa | 359,978,209 | 0 | 0 | 359,978,209 | 116 | 310,326,042.24 |
SIEd | 327,373,114 | 1,101 | 0 | 327,374,215 | 68,535 | 477,674.49 |
RHMd | 169,374,542 | 1,425,291 | 0 | 170,799,834 | 18,949 | 901,365.95 |
NESNz | 157,118,204 | 11,337,316 | 214 | 168,455,734 | 12,340,676 | 1,365.04 |
SCMNz | 163,139,280 | 2,105,182 | 0 | 165,244,462 | 1,019,759 | 16,204.27 |
ORp | 160,620,771 | 267,083 | 0 | 160,887,854 | 15,654 | 1,027,774.72 |
VACNz | 156,496,209 | 760,966 | 0 | 157,257,175 | 1,709,661 | 9,198.15 |
HLEd | 156,563,739 | 0 | 0 | 156,563,739 | 0 | n/a |
DB1d | 149,125,027 | 0 | 0 | 149,125,027 | 10,288 | 1,449,504.54 |
MCp | 146,637,688 | 12,199 | 0 | 146,649,887 | 94,862 | 154,592.87 |
BHPl | 119,505,740 | 4,421,470 | 0 | 123,927,210 | 3,316,603 | 3,736.57 |
ASSABs | 120,425,393 | 4,236 | 0 | 120,429,629 | 206,554 | 58,304.19 |
ITXe | 115,992,963 | 20,792 | 0 | 116,013,754 | 30,415 | 381,435.98 |
ROGz | 109,937,706 | 4,665,348 | 1,554 | 114,604,608 | 15,868,117 | 722.23 |
DSYp | 111,503,526 | 0 | 0 | 111,503,526 | 16,370 | 681,145.55 |
NOVNz | 104,703,092 | 1,304,317 | 0 | 106,007,409 | 7,928,322 | 1,337.07 |
ALSNz | 54,451,752 | 51,267,579 | 0 | 105,719,331 | 321,874 | 32,844.94 |
ENRd | 103,325,509 | 1,395 | 0 | 103,326,904 | 25,283 | 408,681.34 |
WISEl | 100,783,387 | 711,957 | 0 | 101,495,345 | 1,072,863 | 9,460.23 |
NGl | 97,894,023 | 1,304,475 | 0 | 99,198,498 | 5,933,461 | 1,671.85 |
AIp | 89,588,969 | 0 | 0 | 89,588,969 | 5,567 | 1,609,286.31 |
CFRz | 82,128,840 | 3,192,808 | 110 | 85,321,758 | 5,376,491 | 1,586.94 |
URWp | 84,533,636 | 0 | 0 | 84,533,636 | 0 | n/a |
Data for 2024-07-19 to 2024-07-25 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.