Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 68,450 | 95.65% | 36.85% | 1.75 |
| Cboe CH 20 | 151,997 | 96.71% | 31.41% | 0.80 |
Data for 2024-11-22 to 2024-11-28 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) |
|---|---|---|---|---|---|---|
| DPLMl | 298,909,210 | 9,308,913 | 0 | 308,218,124 | 4,543,851 | 6,783.19 |
| ORp | 176,056,006 | 0 | 0 | 176,056,006 | 17,524 | 1,004,656.51 |
| SANe | 154,691,908 | 0 | 0 | 154,691,908 | 3,107 | 4,978,819.05 |
| SMSNl | 123,105,206 | 541,142 | 0 | 123,646,347 | 3,901,658 | 3,169.07 |
| BAl | 118,291,070 | 5,257,693 | 0 | 123,548,762 | 23,089,336 | 535.09 |
| RIOl | 110,658,391 | 2,960,966 | 0 | 113,619,357 | 22,837,997 | 497.50 |
| MUV2d | 113,129,851 | 0 | 0 | 113,129,851 | 0 | n/a |
| ADYENa | 106,828,224 | 0 | 0 | 106,828,224 | 274 | 38,988,402.92 |
| DGEl | 85,038,537 | 8,839,199 | 0 | 93,877,736 | 24,563,165 | 382.19 |
| SGSNz | 92,671,376 | 445,421 | 0 | 93,116,797 | 4,376,543 | 2,127.63 |
| AZNl | 76,773,460 | 10,040,173 | 0 | 86,813,633 | 50,224,848 | 172.85 |
| ULVRl | 83,357,573 | 3,229,334 | 0 | 86,586,907 | 32,767,167 | 264.25 |
| UBSGz | 76,233,732 | 2,180,197 | 0 | 78,413,929 | 31,962,112 | 245.33 |
| HLEd | 77,562,430 | 0 | 0 | 77,562,430 | 0 | n/a |
| NESNz | 69,193,116 | 5,869,095 | 0 | 75,062,211 | 66,712,410 | 112.52 |
| SPMm | 69,642,496 | 0 | 0 | 69,642,496 | 10,866 | 640,921.19 |
| ASMLa | 69,073,563 | 6,560 | 0 | 69,080,123 | 9,066 | 761,969.15 |
| ATCOAs | 68,405,246 | 0 | 0 | 68,405,246 | 1,237 | 5,529,930.96 |
| ENRd | 61,630,905 | 0 | 0 | 61,630,905 | 24,123 | 255,486.07 |
| TTEp | 60,739,188 | 0 | 0 | 60,739,188 | 9,874 | 615,142.68 |
| RKTl | 55,404,004 | 2,367,595 | 0 | 57,771,599 | 12,285,068 | 470.26 |
| UCGm | 55,453,376 | 2,868 | 0 | 55,456,245 | 22,758 | 243,678.03 |
| IHGl | 53,119,631 | 1,576,857 | 0 | 54,696,487 | 11,891,825 | 459.95 |
| IIIl | 52,600,073 | 2,056,497 | 0 | 54,656,571 | 11,366,029 | 480.88 |
| CFRz | 51,585,511 | 2,756,923 | 0 | 54,342,434 | 23,312,370 | 233.11 |
Data for 2024-11-22 to 2024-11-28 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.