Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
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) |
|---|---|---|---|---|---|---|
| ASMLa | 313,473,796 | 24,342,848 | 0 | 337,816,644 | 163,073,703 | 207.16 |
| TTEp | 246,285,134 | 19,700,376 | 0 | 265,985,510 | 96,410,729 | 275.89 |
| BBVAe | 218,395,808 | 9,570,659 | 0 | 227,966,467 | 40,968,065 | 556.45 |
| NOVOBc | 177,772,736 | 36,959,406 | 0 | 214,732,142 | 113,535,306 | 189.13 |
| SANe | 171,645,226 | 11,285,135 | 0 | 182,930,361 | 61,599,314 | 296.97 |
| MUV2d | 157,230,587 | 3,554,564 | 0 | 160,785,151 | 33,887,629 | 474.47 |
| UCGm | 142,348,579 | 11,533,599 | 0 | 153,882,177 | 117,577,578 | 130.88 |
| BAYNd | 148,984,573 | 2,808,584 | 0 | 151,793,157 | 28,898,068 | 525.27 |
| SUp | 140,219,411 | 4,831,910 | 0 | 145,051,321 | 62,503,902 | 232.07 |
| ORp | 111,525,795 | 32,897,635 | 0 | 144,423,430 | 54,262,838 | 266.16 |
| IBEe | 128,493,439 | 7,141,825 | 0 | 135,635,264 | 46,991,226 | 288.64 |
| MCp | 114,743,414 | 19,926,115 | 0 | 134,669,529 | 102,940,809 | 130.82 |
| FERe | 123,743,525 | 10,858,312 | 0 | 134,601,837 | 16,627,510 | 809.51 |
| VIEp | 121,447,158 | 11,207,818 | 0 | 132,654,975 | 24,046,197 | 551.67 |
| AIRp | 103,426,640 | 9,830,177 | 0 | 113,256,817 | 69,076,425 | 163.96 |
| REPe | 107,889,991 | 2,260,408 | 0 | 110,150,399 | 11,072,761 | 994.79 |
| AZNs | 99,667,367 | 9,766,299 | 0 | 109,433,666 | 23,200,141 | 471.69 |
| ISPm | 89,569,228 | 9,143,541 | 0 | 98,712,768 | 85,856,669 | 114.97 |
| SANp | 91,251,887 | 6,205,906 | 0 | 97,457,792 | 54,493,867 | 178.84 |
| ENELm | 91,985,153 | 5,427,989 | 0 | 97,413,142 | 27,945,584 | 348.58 |
| SGOp | 86,392,588 | 7,843,551 | 0 | 94,236,139 | 47,357,302 | 198.99 |
| SHELLa | 89,540,061 | 3,005,672 | 0 | 92,545,733 | 30,833,886 | 300.14 |
| EQNRo | 86,233,626 | 6,268,237 | 0 | 92,501,863 | 24,572,429 | 376.45 |
| ENGIp | 83,943,207 | 2,729,544 | 0 | 86,672,750 | 22,276,099 | 389.08 |
| RACEm | 71,702,889 | 14,813,709 | 0 | 86,516,598 | 35,456,593 | 244.01 |
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.