Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
Data for 2024-04-29 to 2024-05-03 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 | 619,978,956 | 13,646,924 | 0 | 633,625,880 | 54,858,511 | 1,155.02 |
| SANp | 415,336,721 | 6,815,546 | 0 | 422,152,267 | 52,949,686 | 797.27 |
| BBVAe | 252,076,603 | 28,033,879 | 0 | 280,110,481 | 81,594,403 | 343.30 |
| ASMLa | 236,751,149 | 27,626,912 | 0 | 264,378,061 | 151,599,538 | 174.39 |
| ORp | 255,893,575 | 5,016,485 | 0 | 260,910,060 | 48,380,758 | 539.28 |
| CSp | 191,841,394 | 14,421,412 | 0 | 206,262,806 | 64,790,010 | 318.36 |
| SAPd | 166,447,472 | 11,065,294 | 0 | 177,512,766 | 77,610,800 | 228.72 |
| STLAMm | 122,583,121 | 32,460,143 | 0 | 155,043,263 | 85,222,227 | 181.93 |
| MCp | 122,825,734 | 9,204,750 | 0 | 132,030,485 | 71,763,851 | 183.98 |
| MBGd | 116,458,741 | 12,550,868 | 0 | 129,009,609 | 91,062,084 | 141.67 |
| AIp | 122,148,496 | 2,545,847 | 0 | 124,694,343 | 27,862,123 | 447.54 |
| VOLVBs | 109,896,226 | 8,782,230 | 0 | 118,678,456 | 23,873,186 | 497.12 |
| AIRp | 112,259,730 | 4,892,286 | 0 | 117,152,016 | 50,716,398 | 230.99 |
| NOVOBc | 91,982,939 | 20,741,525 | 0 | 112,724,464 | 124,047,223 | 90.87 |
| ENELm | 104,277,705 | 6,600,830 | 0 | 110,878,535 | 27,792,534 | 398.95 |
| HEIAa | 98,730,532 | 5,619,630 | 0 | 104,350,161 | 18,835,947 | 553.99 |
| ADSd | 95,119,967 | 7,301,468 | 0 | 102,421,435 | 43,057,544 | 237.87 |
| EQNRo | 87,701,852 | 9,413,376 | 0 | 97,115,228 | 30,623,136 | 317.13 |
| PHIAa | 80,587,592 | 16,145,235 | 0 | 96,732,827 | 94,253,616 | 102.63 |
| MLp | 92,956,271 | 2,392,300 | 0 | 95,348,571 | 14,809,356 | 643.84 |
| TTEp | 82,077,429 | 10,816,932 | 0 | 92,894,361 | 80,489,342 | 115.41 |
| SUp | 82,812,436 | 6,801,592 | 0 | 89,614,027 | 64,090,413 | 139.82 |
| ADYENa | 77,727,434 | 6,429,724 | 0 | 84,157,158 | 43,596,889 | 193.03 |
| DHLd | 75,791,733 | 7,560,577 | 0 | 83,352,310 | 34,877,782 | 238.98 |
| EOANd | 73,192,850 | 5,412,197 | 0 | 78,605,046 | 17,105,241 | 459.54 |
Data for 2024-04-29 to 2024-05-03 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.