Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
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) |
|---|---|---|---|---|---|---|
| ASMLa | 356,610,708 | 26,821,854 | 0 | 383,432,562 | 182,317,423 | 210.31 |
| SAPd | 352,819,778 | 15,741,748 | 0 | 368,561,526 | 133,619,467 | 275.83 |
| AIp | 212,475,427 | 9,378,549 | 0 | 221,853,976 | 44,569,075 | 497.78 |
| AIRp | 207,635,005 | 12,060,067 | 0 | 219,695,071 | 64,207,716 | 342.16 |
| SUp | 153,701,607 | 23,829,475 | 0 | 177,531,082 | 95,181,506 | 186.52 |
| AMSe | 158,279,925 | 3,286,776 | 0 | 161,566,700 | 12,894,928 | 1,252.95 |
| IFXd | 151,597,943 | 7,973,534 | 0 | 159,571,477 | 75,427,017 | 211.56 |
| MCp | 140,288,605 | 10,879,598 | 0 | 151,168,203 | 88,111,314 | 171.57 |
| ADYENa | 121,642,424 | 25,598,048 | 0 | 147,240,471 | 72,856,168 | 202.10 |
| SANp | 134,384,256 | 11,899,643 | 0 | 146,283,898 | 72,094,462 | 202.91 |
| EQNRo | 64,732,421 | 72,398,584 | 0 | 137,131,005 | 37,662,446 | 364.11 |
| BNPp | 123,787,345 | 10,060,755 | 0 | 133,848,099 | 55,744,267 | 240.11 |
| TTEp | 103,654,591 | 27,952,137 | 0 | 131,606,728 | 77,862,477 | 169.02 |
| SHELLa | 106,166,169 | 3,746,539 | 0 | 109,912,708 | 38,690,641 | 284.08 |
| BBVAe | 102,080,936 | 7,573,034 | 0 | 109,653,970 | 33,282,022 | 329.47 |
| ORp | 96,185,080 | 4,310,925 | 0 | 100,496,004 | 50,832,778 | 197.70 |
| FERe | 97,083,963 | 3,066,952 | 0 | 100,150,915 | 13,558,095 | 738.68 |
| SANe | 75,884,418 | 23,767,803 | 0 | 99,652,220 | 55,897,103 | 178.28 |
| NOVOBc | 83,927,357 | 10,885,765 | 0 | 94,813,122 | 74,526,426 | 127.22 |
| ADSd | 86,541,539 | 5,192,991 | 0 | 91,734,529 | 36,299,810 | 252.71 |
| ENIm | 87,801,236 | 3,735,118 | 0 | 91,536,354 | 30,417,923 | 300.93 |
| INGAa | 83,107,095 | 3,877,856 | 0 | 86,984,950 | 43,572,802 | 199.63 |
| STLAMm | 68,716,260 | 16,853,999 | 0 | 85,570,258 | 58,939,929 | 145.18 |
| ASSABs | 79,520,179 | 5,895,797 | 0 | 85,415,976 | 18,953,068 | 450.67 |
| RACEm | 77,322,051 | 6,181,275 | 0 | 83,503,326 | 27,627,035 | 302.25 |
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.