Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 143,348 | 97.83% | 79.37% | 5.26 |
| Cboe CH 20 | 243,079 | 98.20% | 72.77% | 1.81 |
Data for 2024-04-19 to 2024-04-25 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) |
|---|---|---|---|---|---|---|
| RIOl | 305,276,493 | 3,951,614 | 153 | 309,228,260 | 8,324,929 | 3,714.49 |
| IFXd | 266,268,189 | 29,444 | 226 | 266,297,860 | 138,665 | 192,044.03 |
| SAPd | 198,128,976 | 54,230 | 0 | 198,183,205 | 732,427 | 27,058.42 |
| ASMLa | 164,669,163 | 1,548,220 | 0 | 166,217,383 | 514,334 | 32,317.01 |
| ORp | 142,338,588 | 30,223 | 0 | 142,368,811 | 116,313 | 122,401.46 |
| AZNl | 117,570,019 | 5,398,960 | 15,907 | 122,984,886 | 17,074,235 | 720.30 |
| SUp | 121,994,395 | 336,243 | 0 | 122,330,639 | 280,024 | 43,685.77 |
| UHRz | 112,065,921 | 387,257 | 0 | 112,453,178 | 1,092,463 | 10,293.55 |
| HSBAl | 106,328,042 | 4,254,530 | 0 | 110,582,572 | 9,455,856 | 1,169.46 |
| LRp | 107,917,168 | 0 | 0 | 107,917,168 | 20 | 539,585,840.00 |
| AHTl | 100,334,933 | 3,945,016 | 0 | 104,279,950 | 4,435,005 | 2,351.29 |
| ADYENa | 104,084,069 | 65,819 | 0 | 104,149,887 | 82,657 | 126,002.50 |
| TKWYa | 101,533,475 | 0 | 0 | 101,533,475 | 514 | 19,753,594.36 |
| NOVNz | 95,221,168 | 2,703,070 | 0 | 97,924,238 | 9,697,519 | 1,009.79 |
| HOLNz | 91,817,398 | 1,587,863 | 0 | 93,405,261 | 6,888,468 | 1,355.97 |
| ITXe | 90,831,196 | 238,813 | 0 | 91,070,009 | 374,219 | 24,336.02 |
| CFRz | 86,642,264 | 2,178,537 | 0 | 88,820,801 | 5,960,430 | 1,490.17 |
| NESNz | 82,315,221 | 4,182,386 | 0 | 86,497,607 | 13,742,886 | 629.40 |
| LSEGl | 84,263,139 | 1,951,483 | 0 | 86,214,622 | 9,144,763 | 942.78 |
| BNPp | 85,503,181 | 68,699 | 0 | 85,571,880 | 36,268 | 235,943.20 |
| MCp | 82,518,486 | 64,424 | 0 | 82,582,910 | 114,045 | 72,412.57 |
| ULVRl | 78,243,973 | 2,646,582 | 0 | 80,890,555 | 12,329,060 | 656.10 |
| RACEm | 79,695,794 | 0 | 0 | 79,695,794 | 275,307 | 28,947.97 |
| AIRp | 76,171,020 | 12,172 | 0 | 76,183,191 | 73,092 | 104,229.18 |
| SIEd | 75,007,850 | 70,326 | 1,522 | 75,079,698 | 45,052 | 166,651.20 |
Data for 2024-04-19 to 2024-04-25 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.