Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 213,966 | 98.97% | 83.53% | 5.64 |
Cboe CH 20 | 319,465 | 98.95% | 80.82% | 2.06 |
Data for 2025-06-23 to 2025-06-27 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) |
---|---|---|---|---|---|---|
PGHNz | 553,442,363 | 345,135 | 0 | 553,787,497 | 5,194,720 | 10,660.58 |
RRl | 174,143,288 | 2,464,240 | 0 | 176,607,528 | 14,849,494 | 1,189.32 |
ASMLa | 159,425,604 | 45,310 | 0 | 159,470,914 | 30,322 | 525,924.79 |
ABBNz | 110,427,948 | 22,794,589 | 611 | 133,223,147 | 8,299,273 | 1,605.24 |
NWGl | 118,194,571 | 1,383,792 | 0 | 119,578,363 | 10,979,930 | 1,089.06 |
BPl | 117,557,347 | 949,568 | 0 | 118,506,916 | 10,302,320 | 1,150.29 |
AMRZz | 89,103,797 | 2,832,246 | 989 | 91,937,031 | 13,635,175 | 674.26 |
AMp | 89,234,410 | 0 | 0 | 89,234,410 | 25,801 | 345,856.40 |
NESNz | 87,022,351 | 1,763,200 | 17 | 88,785,568 | 13,334,853 | 665.82 |
BNPp | 85,213,659 | 1,208 | 0 | 85,214,867 | 38,933 | 218,875.68 |
LSEGl | 82,619,425 | 1,180,478 | 0 | 83,799,903 | 13,642,531 | 614.25 |
NOVNz | 83,025,150 | 432,922 | 122 | 83,458,195 | 11,875,079 | 702.80 |
FBKm | 81,551,059 | 1,950 | 0 | 81,553,009 | 120,445 | 67,709.75 |
IIIl | 80,617,801 | 621,051 | 0 | 81,238,852 | 4,317,095 | 1,881.79 |
MERs | 74,592,209 | 0 | 0 | 74,592,209 | 7,252 | 1,028,574.31 |
ITXe | 73,534,845 | 0 | 0 | 73,534,845 | 34,872 | 210,870.74 |
CVCa | 69,490,303 | 0 | 0 | 69,490,303 | 719 | 9,664,854.38 |
ENRd | 64,902,900 | 15,820 | 0 | 64,918,721 | 12,861 | 504,771.95 |
AZNl | 55,908,549 | 3,854,353 | 0 | 59,762,902 | 9,099,718 | 656.76 |
ULVRl | 57,724,363 | 969,717 | 13,327 | 58,707,407 | 9,683,039 | 606.29 |
EDPRu | 58,099,456 | 0 | 0 | 58,099,456 | 23,637 | 245,798.77 |
ENELm | 57,542,073 | 193 | 0 | 57,542,267 | 12,356 | 465,703.03 |
HOLNz | 55,011,364 | 1,934,952 | 2,273 | 56,948,588 | 12,882,964 | 442.05 |
SSEl | 55,525,513 | 832,898 | 0 | 56,358,411 | 4,522,097 | 1,246.29 |
SANp | 52,339,854 | 2,933 | 0 | 52,342,787 | 21,073 | 248,387.92 |
Data for 2025-06-23 to 2025-06-27 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.