Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 72,246 | 93.86% | 35.94% | 1.65 |
Cboe CH 20 | 166,347 | 94.41% | 30.86% | 0.75 |
Data for 2024-10-28 to 2024-11-01 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) |
---|---|---|---|---|---|---|
IDSl | 637,352,752 | 282,193 | 0 | 637,634,945 | 945,448 | 67,442.62 |
ASMa | 173,143,181 | 778,550 | 0 | 173,921,731 | 93,170 | 186,671.39 |
GALPu | 173,108,732 | 0 | 0 | 173,108,732 | 6,917 | 2,502,656.24 |
BVICl | 168,960,938 | 153,134 | 0 | 169,114,072 | 1,728,570 | 9,783.47 |
ORp | 139,738,691 | 72 | 0 | 139,738,763 | 16,482 | 847,826.50 |
HSBAl | 116,745,116 | 5,847,142 | 0 | 122,592,257 | 45,963,770 | 266.71 |
AZNl | 98,900,705 | 10,228,298 | 0 | 109,129,003 | 66,624,706 | 163.80 |
NOVOBc | 93,728,937 | 1,798,480 | 0 | 95,527,417 | 66,017 | 144,701.24 |
NWGl | 89,860,679 | 3,410,388 | 0 | 93,271,067 | 22,968,898 | 406.08 |
PRYm | 83,728,968 | 0 | 0 | 83,728,968 | 49,838 | 168,002.26 |
LLOYl | 77,504,992 | 5,771,591 | 0 | 83,276,582 | 37,796,493 | 220.33 |
ABBNz | 79,690,786 | 2,988,681 | 0 | 82,679,467 | 24,209,939 | 341.51 |
BAYNd | 79,782,269 | 0 | 0 | 79,782,269 | 8,503 | 938,283.77 |
ULVRl | 72,416,695 | 6,737,275 | 0 | 79,153,970 | 24,980,540 | 316.86 |
UBSGz | 68,000,794 | 9,494,723 | 0 | 77,495,517 | 49,495,662 | 156.57 |
NOVNz | 69,059,347 | 7,632,356 | 0 | 76,691,702 | 74,674,308 | 102.70 |
DGEl | 68,813,445 | 3,726,397 | 0 | 72,539,842 | 21,015,847 | 345.17 |
SIEd | 71,669,324 | 0 | 0 | 71,669,324 | 1,456 | 4,922,343.68 |
IBEe | 68,859,612 | 11,102 | 0 | 68,870,714 | 157 | 43,866,696.82 |
HLNl | 63,768,714 | 3,836,618 | 0 | 67,605,332 | 16,942,808 | 399.02 |
MUV2d | 65,241,900 | 477 | 0 | 65,242,378 | 24,620 | 264,997.47 |
TEFe | 64,627,205 | 898 | 0 | 64,628,103 | 1,401 | 4,612,998.07 |
HOp | 62,591,734 | 0 | 0 | 62,591,734 | 10,201 | 613,584.30 |
UCGm | 62,284,064 | 0 | 0 | 62,284,064 | 6,105 | 1,020,213.99 |
IIIl | 59,425,670 | 1,106,692 | 0 | 60,532,362 | 11,109,199 | 544.89 |
Data for 2024-10-28 to 2024-11-01 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.