Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 76,171 | 93.15% | 38.18% | 1.70 |
Cboe CH 20 | 144,482 | 95.66% | 31.88% | 0.67 |
Data for 2024-03-22 to 2024-03-28 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) |
---|---|---|---|---|---|---|
NWGl | 294,800,019 | 3,735,038 | 0 | 298,535,057 | 17,770,786 | 1,679.92 |
SPMm | 243,451,411 | 0 | 0 | 243,451,411 | 2,216 | 10,986,074.50 |
SAPd | 165,078,205 | 664,344 | 2,484 | 165,745,033 | 222,174 | 74,601.45 |
MCp | 160,416,239 | 340,710 | 0 | 160,756,949 | 401,807 | 40,008.50 |
ORp | 156,225,485 | 9,750 | 0 | 156,235,236 | 29,746 | 525,231.08 |
LLOYl | 150,044,399 | 2,515,144 | 0 | 152,559,543 | 19,310,849 | 790.02 |
ASMLa | 141,218,333 | 84,290 | 0 | 141,302,623 | 182,602 | 77,382.85 |
LSEGl | 124,846,995 | 2,594,612 | 0 | 127,441,607 | 17,541,521 | 726.51 |
RIOl | 109,732,572 | 12,008,361 | 0 | 121,740,933 | 30,689,545 | 396.69 |
ABIb | 116,004,618 | 0 | 0 | 116,004,618 | 4,547 | 2,551,234.18 |
BAYNd | 112,032,539 | 6,459 | 0 | 112,038,998 | 30,628 | 365,805.79 |
AZNl | 102,237,664 | 4,210,831 | 0 | 106,448,495 | 36,513,146 | 291.53 |
AMSe | 94,165,962 | 3,219 | 0 | 94,169,181 | 6,859 | 1,372,928.72 |
IIIl | 83,741,627 | 1,172,853 | 0 | 84,914,480 | 12,441,984 | 682.48 |
SANe | 80,407,983 | 7,377 | 0 | 80,415,360 | 127,499 | 63,071.37 |
FLTRl | 51,220,507 | 19,988,211 | 0 | 71,208,718 | 37,611,986 | 189.32 |
ISPm | 68,710,661 | 23,103 | 0 | 68,733,765 | 19,721 | 348,530.83 |
IFXd | 68,454,708 | 12,342 | 0 | 68,467,050 | 40,573 | 168,750.28 |
WPPl | 66,794,738 | 1,648,637 | 0 | 68,443,374 | 6,403,491 | 1,068.84 |
AIp | 62,181,510 | 337,193 | 0 | 62,518,703 | 25,697 | 243,291.84 |
ITXe | 60,109,355 | 394 | 0 | 60,109,749 | 57,380 | 104,757.32 |
ORAp | 60,106,132 | 0 | 0 | 60,106,132 | 475 | 12,653,922.53 |
HSBAl | 52,631,824 | 5,447,789 | 0 | 58,079,612 | 28,836,466 | 201.41 |
RMSp | 54,198,458 | 469,299 | 0 | 54,667,757 | 338,887 | 16,131.56 |
INCHl | 49,750,594 | 155,709 | 0 | 49,906,304 | 1,205,447 | 4,140.07 |
Data for 2024-03-22 to 2024-03-28 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.