Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 43,886 | 91.96% | 33.57% | 1.58 |
Cboe CH 20 | 118,501 | 94.13% | 31.73% | 0.75 |
Data for 2024-05-06 to 2024-05-10 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 | 645,610,954 | 0 | 0 | 645,610,954 | 8 | 8,070,136,925.00 |
BBVAe | 129,186,619 | 1,237 | 0 | 129,187,856 | 161,419 | 80,032.62 |
ASMLa | 111,793,449 | 169,854 | 0 | 111,963,303 | 231,740 | 48,314.19 |
NOVOBc | 108,888,338 | 39,243 | 0 | 108,927,581 | 66,397 | 164,054.97 |
NESTEh | 104,442,487 | 0 | 0 | 104,442,487 | 2,493 | 4,189,429.88 |
NESNz | 80,486,953 | 16,120,996 | 536 | 96,608,485 | 57,877,273 | 166.92 |
RYAi | 94,380,170 | 0 | 0 | 94,380,170 | 20,947 | 450,566.53 |
CLNXe | 89,315,547 | 153,101 | 0 | 89,468,648 | 8,119 | 1,101,966.35 |
BNp | 88,222,129 | 164 | 0 | 88,222,293 | 6,781 | 1,301,021.87 |
LRp | 84,717,278 | 0 | 0 | 84,717,278 | 0 | n/a |
STLAMm | 79,095,088 | 169,950 | 0 | 79,265,038 | 64,372 | 123,135.89 |
CFRz | 64,522,438 | 3,802,870 | 0 | 68,325,308 | 21,148,074 | 323.08 |
ASSABs | 65,564,180 | 0 | 0 | 65,564,180 | 20,582 | 318,551.06 |
UBSGz | 55,679,603 | 9,530,941 | 0 | 65,210,544 | 65,219,131 | 99.99 |
BPl | 56,716,059 | 6,876,104 | 0 | 63,592,162 | 46,597,954 | 136.47 |
BESIa | 63,214,996 | 0 | 0 | 63,214,996 | 18,110 | 349,061.27 |
STANl | 24,515,585 | 38,348,876 | 0 | 62,864,460 | 18,845,920 | 333.57 |
NWGl | 53,663,331 | 2,380,913 | 0 | 56,044,244 | 15,046,717 | 372.47 |
SAPd | 52,437,687 | 10,101 | 0 | 52,447,788 | 74,242 | 70,644.36 |
MUV2d | 50,786,478 | 0 | 0 | 50,786,478 | 11,570 | 438,949.68 |
IFXd | 50,635,937 | 1,818 | 0 | 50,637,755 | 251,031 | 20,171.91 |
MROl | 43,553,990 | 6,420,045 | 0 | 49,974,035 | 8,373,121 | 596.84 |
RKTl | 44,805,850 | 2,300,845 | 0 | 47,106,695 | 13,179,978 | 357.41 |
BASd | 44,325,260 | 2,253,262 | 0 | 46,578,522 | 69,517 | 67,003.07 |
HSBAl | 34,943,860 | 11,457,399 | 0 | 46,401,259 | 41,976,727 | 110.54 |
Data for 2024-05-06 to 2024-05-10 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.