Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
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) |
---|---|---|---|---|---|---|
MONCm | 356,188,008 | 7,772,946 | 0 | 363,960,954 | 15,768,502 | 2,308.15 |
MUV2d | 215,101,880 | 5,315,775 | 0 | 220,417,655 | 31,494,917 | 699.85 |
FREd | 214,705,129 | 2,250,791 | 0 | 216,955,920 | 10,019,906 | 2,165.25 |
ASMa | 202,036,357 | 3,779,397 | 0 | 205,815,754 | 36,164,744 | 569.11 |
ASMLa | 146,900,912 | 41,528,708 | 0 | 188,429,620 | 193,831,032 | 97.21 |
IBEe | 172,712,585 | 10,830,053 | 0 | 183,542,638 | 39,673,201 | 462.64 |
NOVOBc | 143,143,111 | 37,656,591 | 0 | 180,799,702 | 157,888,897 | 114.51 |
GALPu | 172,155,033 | 3,120,894 | 0 | 175,275,927 | 9,430,940 | 1,858.52 |
SAPd | 136,243,171 | 13,157,545 | 0 | 149,400,717 | 102,917,107 | 145.17 |
EQNRo | 138,592,155 | 5,548,159 | 0 | 144,140,314 | 30,529,875 | 472.13 |
ABIb | 129,697,519 | 14,214,793 | 0 | 143,912,312 | 63,420,304 | 226.92 |
INGAa | 138,755,940 | 3,391,545 | 0 | 142,147,485 | 41,858,576 | 339.59 |
ORp | 123,555,365 | 12,716,258 | 0 | 136,271,624 | 67,195,247 | 202.80 |
SUp | 112,813,673 | 22,480,177 | 0 | 135,293,850 | 82,003,379 | 164.99 |
PHIAa | 52,564,261 | 60,581,225 | 0 | 113,145,486 | 46,431,676 | 243.68 |
BBVAe | 99,990,975 | 13,061,520 | 0 | 113,052,495 | 37,472,550 | 301.69 |
AIRp | 101,006,114 | 11,720,037 | 0 | 112,726,151 | 73,146,992 | 154.11 |
MCp | 95,697,217 | 15,168,620 | 0 | 110,865,837 | 97,050,298 | 114.24 |
REPe | 96,668,305 | 2,534,560 | 0 | 99,202,865 | 15,572,994 | 637.02 |
SIEd | 77,968,968 | 13,640,595 | 0 | 91,609,563 | 62,134,175 | 147.44 |
SANe | 83,026,582 | 7,424,034 | 0 | 90,450,617 | 66,105,908 | 136.83 |
CAPp | 65,972,603 | 23,893,984 | 0 | 89,866,587 | 46,937,521 | 191.46 |
SANp | 80,749,432 | 8,406,704 | 0 | 89,156,136 | 52,502,838 | 169.81 |
ADSd | 64,884,210 | 18,746,080 | 0 | 83,630,290 | 51,716,007 | 161.71 |
SHELLa | 75,574,079 | 6,832,203 | 0 | 82,406,281 | 40,829,430 | 201.83 |
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.