Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 131,131 | 98.74% | 80.73% | 4.61 |
| Cboe CH 20 | 252,706 | 99.36% | 81.62% | 1.89 |
Data for 2024-11-26 to 2024-12-02 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) |
|---|---|---|---|---|---|---|
| GFz | 3,007,899,551 | 291,385 | 0 | 3,008,190,936 | 437,759 | 687,179.69 |
| ABIb | 587,167,191 | 359,299 | 0 | 587,526,491 | 174,908 | 335,906.01 |
| HEN3d | 313,905,680 | 384,527 | 0 | 314,290,206 | 4,553 | 6,902,925.68 |
| BEId | 314,005,822 | 895 | 0 | 314,006,717 | 44,172 | 710,872.76 |
| RIOl | 214,674,863 | 557,085 | 0 | 215,231,947 | 5,593,471 | 3,847.91 |
| ORp | 202,318,818 | 229,452 | 0 | 202,548,270 | 8,098 | 2,501,213.51 |
| MRKd | 173,824,892 | 0 | 0 | 173,824,892 | 6,607 | 2,630,920.12 |
| SANe | 163,063,574 | 45,353 | 0 | 163,108,927 | 6,814 | 2,393,732.42 |
| ASMLa | 136,680,274 | 11,205 | 0 | 136,691,480 | 46,809 | 292,019.65 |
| MUV2d | 136,315,776 | 0 | 0 | 136,315,776 | 61,526 | 221,558.00 |
| ADYENa | 115,667,103 | 0 | 0 | 115,667,103 | 6,362 | 1,818,093.41 |
| NESNz | 102,284,859 | 12,603,133 | 0 | 114,887,992 | 9,420,398 | 1,219.57 |
| SMSNl | 107,699,912 | 354,825 | 0 | 108,054,737 | 3,969,974 | 2,721.80 |
| DGEl | 97,106,346 | 4,027,303 | 0 | 101,133,649 | 6,965,329 | 1,451.96 |
| MCp | 90,372,471 | 541,901 | 0 | 90,914,372 | 11,524 | 788,913.33 |
| RKTl | 89,355,702 | 1,260,704 | 0 | 90,616,407 | 3,665,325 | 2,472.26 |
| IHGl | 87,972,780 | 1,624,010 | 0 | 89,596,791 | 3,795,067 | 2,360.88 |
| CARLBc | 88,701,716 | 0 | 0 | 88,701,716 | 39,603 | 223,977.26 |
| UBSGz | 85,151,322 | 2,072,164 | 0 | 87,223,486 | 5,499,583 | 1,586.00 |
| AALl | 85,583,989 | 1,574,351 | 0 | 87,158,340 | 4,968,047 | 1,754.38 |
| AIp | 81,499,455 | 155 | 0 | 81,499,610 | 8,886 | 917,168.69 |
| NOVNz | 75,465,273 | 832,842 | 0 | 76,298,116 | 5,415,600 | 1,408.86 |
| SIEd | 74,143,263 | 541 | 0 | 74,143,803 | 79,115 | 93,716.49 |
| SGSNz | 72,758,747 | 211,717 | 0 | 72,970,465 | 1,192,236 | 6,120.47 |
| BKTe | 71,097,399 | 0 | 0 | 71,097,399 | 8,318 | 854,741.51 |
Data for 2024-11-26 to 2024-12-02 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.