Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
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) |
---|---|---|---|---|---|---|
SANe | 493,855,539 | 6,638,726 | 0 | 500,494,264 | 40,584,633 | 1,233.21 |
BBVAe | 343,521,613 | 40,499,530 | 0 | 384,021,144 | 59,271,067 | 647.91 |
DSYp | 331,355,574 | 2,136,679 | 0 | 333,492,253 | 16,603,868 | 2,008.52 |
ASMLa | 276,789,804 | 18,638,733 | 0 | 295,428,536 | 121,990,678 | 242.17 |
SANp | 205,135,707 | 5,529,015 | 0 | 210,664,722 | 46,629,185 | 451.79 |
STLAMm | 192,788,747 | 9,245,055 | 0 | 202,033,802 | 65,882,873 | 306.66 |
SAPd | 172,905,510 | 9,995,419 | 0 | 182,900,930 | 69,212,284 | 264.26 |
SUp | 153,258,339 | 9,494,666 | 0 | 162,753,006 | 62,296,291 | 261.26 |
CSp | 129,510,445 | 6,206,188 | 0 | 135,716,633 | 52,396,420 | 259.02 |
AIp | 119,871,331 | 2,721,151 | 0 | 122,592,482 | 32,391,816 | 378.47 |
NOVOBc | 97,280,451 | 20,843,418 | 0 | 118,123,869 | 123,098,887 | 95.96 |
MCp | 105,484,226 | 7,123,502 | 0 | 112,607,727 | 61,751,460 | 182.36 |
ENELm | 105,133,769 | 4,790,981 | 0 | 109,924,750 | 28,175,000 | 390.15 |
SIEd | 93,474,708 | 9,981,412 | 0 | 103,456,120 | 65,258,278 | 158.53 |
VOLVBs | 94,011,525 | 7,473,523 | 0 | 101,485,048 | 23,224,341 | 436.98 |
BNPp | 87,743,145 | 8,188,384 | 0 | 95,931,529 | 37,698,979 | 254.47 |
MBGd | 86,451,320 | 9,133,833 | 0 | 95,585,154 | 60,330,523 | 158.44 |
EVOs | 91,014,841 | 3,849,121 | 0 | 94,863,962 | 11,248,812 | 843.32 |
CLNXe | 86,227,759 | 2,844,151 | 0 | 89,071,910 | 12,319,443 | 723.02 |
LRp | 78,120,947 | 9,917,913 | 0 | 88,038,861 | 30,826,252 | 285.60 |
SAFp | 80,420,013 | 4,798,344 | 0 | 85,218,357 | 30,632,934 | 278.19 |
EQNRo | 80,426,802 | 4,550,528 | 0 | 84,977,330 | 26,018,230 | 326.61 |
HEIAa | 78,366,257 | 4,359,979 | 0 | 82,726,236 | 21,065,712 | 392.71 |
TTEp | 66,529,376 | 8,112,664 | 0 | 74,642,040 | 68,106,184 | 109.60 |
BNp | 70,387,386 | 2,488,022 | 0 | 72,875,408 | 22,062,981 | 330.31 |
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.