Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 89,350 | 97.06% | 74.40% | 4.30 |
Cboe CH 20 | 144,453 | 98.11% | 67.45% | 1.50 |
Data for 2024-03-22 to 2024-03-28 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) |
---|---|---|---|---|---|---|
NWGl | 331,922,051 | 1,430,766 | 286 | 333,353,103 | 13,159,321 | 2,533.21 |
SPMm | 260,603,197 | 5,736 | 0 | 260,608,933 | 231,520 | 112,564.33 |
MCp | 239,144,495 | 31,684 | 0 | 239,176,178 | 306,835 | 77,949.44 |
LLOYl | 218,720,295 | 1,935,103 | 15,239 | 220,670,637 | 5,212,731 | 4,233.30 |
ORp | 208,907,330 | 548,201 | 0 | 209,455,531 | 62,809 | 333,480.12 |
SAPd | 196,172,039 | 1,778,249 | 0 | 197,950,287 | 621,569 | 31,846.87 |
ASMLa | 178,230,607 | 36,143 | 0 | 178,266,750 | 294,637 | 60,503.86 |
ABIb | 164,054,715 | 0 | 0 | 164,054,715 | 18,469 | 888,270.70 |
IFXd | 151,235,230 | 2,386 | 0 | 151,237,616 | 82,620 | 183,052.06 |
LSEGl | 142,932,347 | 769,287 | 0 | 143,701,634 | 5,703,031 | 2,519.74 |
AZNl | 136,196,094 | 977,837 | 476 | 137,174,406 | 9,114,117 | 1,505.08 |
RIOl | 129,066,282 | 6,363,546 | 211 | 135,430,039 | 7,936,429 | 1,706.44 |
BAYNd | 125,157,260 | 1,552 | 0 | 125,158,812 | 21,023 | 595,342.30 |
IIIl | 96,344,404 | 294,003 | 0 | 96,638,407 | 3,711,098 | 2,604.04 |
BAl | 92,735,505 | 1,039,886 | 0 | 93,775,391 | 5,500,933 | 1,704.72 |
ISPm | 91,812,140 | 14,055 | 0 | 91,826,196 | 378,991 | 24,229.12 |
AMSe | 84,794,085 | 687,132 | 0 | 85,481,218 | 215,236 | 39,715.11 |
NOVNz | 82,227,213 | 783,252 | 0 | 83,010,465 | 6,509,478 | 1,275.22 |
ZURNz | 75,446,778 | 2,229,804 | 0 | 77,676,583 | 4,203,278 | 1,848.00 |
BEId | 72,850,923 | 0 | 0 | 72,850,923 | 18,597 | 391,734.81 |
AIp | 70,190,622 | 2,103,260 | 0 | 72,293,883 | 96,460 | 74,947.01 |
PUBp | 71,642,864 | 4,052 | 0 | 71,646,916 | 5,134 | 1,395,537.90 |
GLENl | 64,641,808 | 2,661,995 | 0 | 67,303,803 | 6,759,849 | 995.64 |
RMSp | 66,589,966 | 962 | 0 | 66,590,928 | 19,121 | 348,260.70 |
DGEl | 62,073,796 | 2,223,890 | 0 | 64,297,686 | 5,137,493 | 1,251.54 |
Data for 2024-03-22 to 2024-03-28 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.