Taker Reports

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IndexNotional ImprovedAt or BetterBetterbps
Cboe CHM 30 43,88691.96%33.57%1.58
Cboe CH 20 118,50194.13%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

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SymbolMissed 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)
DSYp645,610,95400645,610,9548 8,070,136,925.00
BBVAe129,186,6191,2370129,187,856161,419 80,032.62
ASMLa111,793,449169,8540111,963,303231,740 48,314.19
NOVOBc108,888,33839,2430108,927,58166,397 164,054.97
NESTEh104,442,48700104,442,4872,493 4,189,429.88
NESNz80,486,95316,120,99653696,608,48557,877,273 166.92
RYAi94,380,1700094,380,17020,947 450,566.53
CLNXe89,315,547153,101089,468,6488,119 1,101,966.35
BNp88,222,129164088,222,2936,781 1,301,021.87
LRp84,717,2780084,717,2780 n/a
STLAMm79,095,088169,950079,265,03864,372 123,135.89
CFRz64,522,4383,802,870068,325,30821,148,074 323.08
ASSABs65,564,1800065,564,18020,582 318,551.06
UBSGz55,679,6039,530,941065,210,54465,219,131 99.99
BPl56,716,0596,876,104063,592,16246,597,954 136.47
BESIa63,214,9960063,214,99618,110 349,061.27
STANl24,515,58538,348,876062,864,46018,845,920 333.57
NWGl53,663,3312,380,913056,044,24415,046,717 372.47
SAPd52,437,68710,101052,447,78874,242 70,644.36
MUV2d50,786,4780050,786,47811,570 438,949.68
IFXd50,635,9371,818050,637,755251,031 20,171.91
MROl43,553,9906,420,045049,974,0358,373,121 596.84
RKTl44,805,8502,300,845047,106,69513,179,978 357.41
BASd44,325,2602,253,262046,578,52269,517 67,003.07
HSBAl34,943,86011,457,399046,401,25941,976,727 110.54

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.