Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 68,026 | 91.72% | 34.30% | 1.59 |
Cboe CH 20 | 181,048 | 93.92% | 31.69% | 0.71 |
Data for 2024-04-22 to 2024-04-26 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) |
---|---|---|---|---|---|---|
AIp | 432,433,652 | 756,873 | 0 | 433,190,525 | 24,298 | 1,782,823.79 |
RIOl | 218,694,954 | 8,423,435 | 0 | 227,118,388 | 35,499,172 | 639.79 |
AMSe | 190,591,075 | 0 | 0 | 190,591,075 | 12 | 1,588,258,958.33 |
IFXd | 147,633,085 | 87,783 | 0 | 147,720,868 | 198,796 | 74,307.77 |
ASMLa | 119,453,642 | 1,453,394 | 0 | 120,907,036 | 655,844 | 18,435.33 |
SAPd | 116,597,309 | 196,583 | 0 | 116,793,892 | 572,132 | 20,413.80 |
AIRp | 116,697,238 | 56,908 | 0 | 116,754,146 | 28,048 | 416,265.49 |
AALl | 57,601,728 | 55,654,251 | 0 | 113,255,979 | 77,365,452 | 146.39 |
TKWYa | 97,530,535 | 0 | 0 | 97,530,535 | 0 | n/a |
ULVRl | 84,449,477 | 6,809,315 | 0 | 91,258,792 | 37,481,119 | 243.48 |
UHRz | 77,496,198 | 607,904 | 0 | 78,104,101 | 4,977,917 | 1,569.01 |
HSBAl | 70,877,997 | 4,700,429 | 0 | 75,578,426 | 34,108,198 | 221.58 |
AZNl | 60,930,494 | 13,910,554 | 0 | 74,841,048 | 74,205,102 | 100.86 |
NESNz | 63,784,637 | 11,010,255 | 0 | 74,794,892 | 77,730,225 | 96.22 |
BNPp | 74,603,699 | 60,255 | 0 | 74,663,954 | 17,668 | 422,594.26 |
NOVNz | 62,822,061 | 11,086,876 | 0 | 73,908,937 | 96,062,084 | 76.94 |
ORp | 71,331,978 | 5,915 | 0 | 71,337,893 | 47,945 | 148,791.10 |
RACEm | 68,413,009 | 0 | 0 | 68,413,009 | 6,303 | 1,085,403.92 |
SGOp | 67,798,675 | 0 | 0 | 67,798,675 | 126,128 | 53,753.87 |
SUp | 66,253,347 | 84,627 | 0 | 66,337,974 | 74,748 | 88,748.83 |
UCBb | 65,459,135 | 0 | 0 | 65,459,135 | 0 | n/a |
AMPm | 63,279,168 | 0 | 0 | 63,279,168 | 0 | n/a |
LRp | 62,100,240 | 0 | 0 | 62,100,240 | 5,370 | 1,156,429.05 |
LSEGl | 55,296,376 | 3,261,779 | 0 | 58,558,154 | 24,338,273 | 240.60 |
HEIAa | 57,808,105 | 5,750 | 0 | 57,813,855 | 14,561 | 397,045.91 |
Data for 2024-04-22 to 2024-04-26 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.