Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 60,461 | 91.86% | 34.89% | 1.64 |
| Cboe CH 20 | 159,766 | 94.62% | 32.24% | 0.80 |
Data for 2024-05-02 to 2024-05-08 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) |
|---|---|---|---|---|---|---|
| DSYp | 645,748,322 | 0 | 0 | 645,748,322 | 0 | n/a |
| BBVAe | 173,792,146 | 1,237 | 0 | 173,793,383 | 192,528 | 90,269.15 |
| SANp | 134,432,250 | 1,678 | 0 | 134,433,928 | 10,980 | 1,224,352.71 |
| NWGl | 118,435,770 | 1,824,124 | 0 | 120,259,894 | 15,997,023 | 751.76 |
| ASMLa | 113,413,418 | 665,852 | 0 | 114,079,270 | 540,636 | 21,100.94 |
| NESTEh | 101,365,066 | 0 | 0 | 101,365,066 | 0 | n/a |
| CSp | 96,933,874 | 74,210 | 0 | 97,008,084 | 117,324 | 82,683.92 |
| BNp | 92,108,739 | 164 | 0 | 92,108,903 | 14,297 | 644,253.36 |
| LRp | 90,733,169 | 0 | 0 | 90,733,169 | 1,248 | 7,270,285.98 |
| NOVOBc | 84,704,676 | 24,654 | 0 | 84,729,330 | 109,622 | 77,292.27 |
| CLNXe | 77,868,943 | 155,274 | 0 | 78,024,217 | 4,669 | 1,671,111.95 |
| SAPd | 77,694,858 | 9,501 | 0 | 77,704,359 | 95,498 | 81,367.52 |
| NESNz | 63,107,932 | 14,394,779 | 0 | 77,502,712 | 57,405,052 | 135.01 |
| STLAMm | 73,050,713 | 236,931 | 0 | 73,287,644 | 41,299 | 177,456.22 |
| CFRz | 66,257,033 | 5,830,152 | 0 | 72,087,186 | 21,188,566 | 340.22 |
| BPl | 62,750,860 | 7,844,853 | 0 | 70,595,714 | 57,915,648 | 121.89 |
| SRT3d | 65,448,440 | 0 | 0 | 65,448,440 | 8,710 | 751,417.22 |
| UBSGz | 47,996,404 | 9,057,638 | 0 | 57,054,041 | 56,242,782 | 101.44 |
| RHIMl | 54,877,504 | 10,637 | 0 | 54,888,141 | 71,787 | 76,459.72 |
| ITXe | 53,745,469 | 0 | 0 | 53,745,469 | 11,621 | 462,485.75 |
| ROGz | 46,565,118 | 6,027,799 | 0 | 52,592,918 | 48,876,355 | 107.60 |
| HSBAl | 40,334,429 | 10,093,104 | 0 | 50,427,534 | 44,291,711 | 113.85 |
| STANl | 23,181,737 | 27,116,869 | 0 | 50,298,606 | 30,654,643 | 164.08 |
| MONCm | 48,908,265 | 0 | 0 | 48,908,265 | 0 | n/a |
| MROl | 41,871,317 | 6,822,104 | 0 | 48,693,421 | 11,946,200 | 407.61 |
Data for 2024-05-02 to 2024-05-08 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.