Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 200,516 | 98.42% | 77.86% | 5.20 |
| Cboe CH 20 | 366,197 | 98.93% | 78.04% | 2.06 |
Data for 2025-04-14 to 2025-04-22 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) |
|---|---|---|---|---|---|---|
| RKTl | 428,481,909 | 2,793,711 | 0 | 431,275,620 | 5,118,659 | 8,425.56 |
| GALPu | 350,782,395 | 12,586 | 0 | 350,794,981 | 90,112 | 389,287.75 |
| LSEGl | 275,471,567 | 2,010,221 | 0 | 277,481,788 | 6,118,293 | 4,535.28 |
| DBKd | 248,849,631 | 1,630,951 | 0 | 250,480,582 | 0 | n/a |
| FREd | 222,666,001 | 0 | 0 | 222,666,001 | 3,596 | 6,192,046.75 |
| AZNl | 216,062,159 | 5,599,110 | 0 | 221,661,269 | 11,983,984 | 1,849.65 |
| SANp | 180,332,376 | 87,461 | 0 | 180,419,838 | 80,027 | 225,448.71 |
| SAPd | 171,586,980 | 186 | 0 | 171,587,166 | 4,444 | 3,861,097.34 |
| NOVOBc | 152,799,763 | 1,423,825 | 0 | 154,223,588 | 113,621 | 135,735.11 |
| BMWd | 153,074,926 | 0 | 0 | 153,074,926 | 0 | n/a |
| ORp | 142,379,790 | 362,914 | 0 | 142,742,705 | 41,736 | 342,013.38 |
| MAERBc | 129,638,623 | 24,780 | 0 | 129,663,403 | 2,412 | 5,375,762.98 |
| BATSl | 94,657,721 | 30,088,593 | 0 | 124,746,315 | 11,504,190 | 1,084.36 |
| AMSe | 112,597,758 | 0 | 0 | 112,597,758 | 860 | 13,092,762.56 |
| ANTOl | 107,001,334 | 477,436 | 0 | 107,478,771 | 1,204,179 | 8,925.48 |
| ROGz | 96,797,354 | 5,188,905 | 756 | 101,987,014 | 13,824,007 | 737.75 |
| NXTl | 98,298,306 | 270,614 | 0 | 98,568,920 | 1,908,092 | 5,165.84 |
| NESNz | 84,822,888 | 3,314,778 | 0 | 88,137,666 | 14,070,833 | 626.39 |
| RELl | 84,230,161 | 1,029,699 | 0 | 85,259,861 | 11,350,416 | 751.16 |
| ITRKl | 83,879,327 | 464,725 | 0 | 84,344,052 | 1,927,117 | 4,376.70 |
| TSCOl | 73,219,228 | 9,181,870 | 0 | 82,401,097 | 7,728,227 | 1,066.24 |
| PRXa | 73,548,702 | 6,484,011 | 0 | 80,032,713 | 15,146 | 528,408.25 |
| CTECl | 79,689,330 | 112,086 | 0 | 79,801,415 | 966,144 | 8,259.78 |
| WISEl | 73,640,407 | 176,692 | 0 | 73,817,098 | 1,085,666 | 6,799.25 |
| ESSIBs | 69,030,811 | 0 | 0 | 69,030,811 | 14,874 | 464,103.88 |
Data for 2025-04-14 to 2025-04-22 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.