Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 173,808 | 98.86% | 83.13% | 5.14 |
| Cboe CH 20 | 301,690 | 98.99% | 82.26% | 2.03 |
Data for 2025-06-09 to 2025-06-13 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) |
|---|---|---|---|---|---|---|
| ROOl | 272,979,760 | 1,289,256 | 0 | 274,269,016 | 1,080,154 | 25,391.66 |
| SGOp | 252,202,345 | 0 | 0 | 252,202,345 | 6,607 | 3,817,199.11 |
| BASd | 248,799,889 | 3,760 | 0 | 248,803,649 | 3,820 | 6,513,184.53 |
| NOVOBc | 223,066,064 | 159,471 | 0 | 223,225,534 | 26,130 | 854,288.30 |
| AALl | 197,054,772 | 3,052,862 | 0 | 200,107,633 | 5,667,790 | 3,530.61 |
| ADSd | 197,318,913 | 80 | 0 | 197,318,993 | 77,870 | 253,395.39 |
| BPl | 186,836,361 | 2,510,375 | 4,388 | 189,351,124 | 11,094,949 | 1,706.64 |
| EXPNl | 184,377,619 | 528,680 | 0 | 184,906,299 | 2,781,913 | 6,646.73 |
| HEId | 176,687,738 | 0 | 0 | 176,687,738 | 31,925 | 553,446.32 |
| AIRp | 175,704,726 | 897 | 0 | 175,705,623 | 32,503 | 540,582.79 |
| NESNz | 167,059,610 | 3,756,964 | 0 | 170,816,574 | 15,734,235 | 1,085.64 |
| AZNl | 146,424,223 | 1,986,017 | 0 | 148,410,240 | 9,212,452 | 1,610.97 |
| HOLNz | 119,092,200 | 429,070 | 0 | 119,521,270 | 8,056,493 | 1,483.54 |
| ALCz | 91,803,035 | 21,289,486 | 0 | 113,092,521 | 7,186,661 | 1,573.64 |
| DBKd | 109,822,452 | 0 | 0 | 109,822,452 | 8,946 | 1,227,615.16 |
| NOVNz | 109,268,375 | 453,916 | 0 | 109,722,291 | 8,957,648 | 1,224.90 |
| BAl | 102,770,309 | 2,934,102 | 0 | 105,704,410 | 14,306,263 | 738.87 |
| CFRz | 93,325,036 | 2,746,429 | 0 | 96,071,465 | 11,347,212 | 846.65 |
| GLENl | 87,635,344 | 3,079,235 | 0 | 90,714,579 | 11,533,538 | 786.53 |
| SUp | 90,644,087 | 1,144 | 0 | 90,645,231 | 24,547 | 369,272.14 |
| RRl | 77,963,701 | 2,104,222 | 0 | 80,067,922 | 17,727,003 | 451.67 |
| ASMLa | 75,308,887 | 0 | 0 | 75,308,887 | 82,063 | 91,769.60 |
| MCp | 75,146,977 | 4,418 | 4,237 | 75,155,632 | 217,086 | 34,620.21 |
| GSKl | 72,995,230 | 1,058,000 | 0 | 74,053,230 | 8,306,581 | 891.50 |
| SRENz | 71,798,146 | 668,569 | 332 | 72,467,046 | 6,047,449 | 1,198.31 |
Data for 2025-06-09 to 2025-06-13 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.