Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 109,621 | 98.29% | 78.38% | 4.40 |
Cboe CH 20 | 202,729 | 98.72% | 74.34% | 1.81 |
Data for 2024-09-02 to 2024-09-06 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) |
---|---|---|---|---|---|---|
MBTNz | 19,853,671,974 | 0 | 0 | 19,853,671,974 | 1,557 | 1,275,123,440.85 |
ALCz | 474,754,618 | 868,318 | 0 | 475,622,936 | 2,767,658 | 17,185.03 |
SUBCo | 362,999,152 | 0 | 0 | 362,999,152 | 2,282 | 15,907,061.88 |
NOVNz | 349,426,623 | 5,235,235 | 0 | 354,661,858 | 7,140,270 | 4,967.07 |
ASMLa | 349,212,021 | 18,330 | 0 | 349,230,350 | 44,261 | 789,024.99 |
RRl | 258,136,368 | 3,574,541 | 0 | 261,710,910 | 7,335,845 | 3,567.56 |
SIEd | 156,926,280 | 0 | 0 | 156,926,280 | 16,043 | 978,160.44 |
LLOYl | 147,173,841 | 1,197,722 | 0 | 148,371,563 | 7,510,748 | 1,975.46 |
TTEp | 132,932,828 | 2,543 | 0 | 132,935,371 | 29,884 | 444,837.94 |
NOEJd | 131,782,913 | 0 | 0 | 131,782,913 | 2,158 | 6,106,715.15 |
NESNz | 113,861,443 | 4,540,202 | 0 | 118,401,645 | 10,928,328 | 1,083.44 |
NWGl | 85,166,697 | 27,150,556 | 0 | 112,317,252 | 5,710,419 | 1,966.88 |
VKp | 111,574,207 | 0 | 0 | 111,574,207 | 10,887 | 1,024,838.86 |
SPXl | 110,806,454 | 111,049 | 0 | 110,917,503 | 593,500 | 18,688.71 |
HEN3d | 106,706,430 | 0 | 0 | 106,706,430 | 9,034 | 1,181,164.82 |
AZNl | 102,774,733 | 2,406,783 | 0 | 105,181,516 | 9,500,092 | 1,107.16 |
RELl | 98,710,442 | 2,615,170 | 532 | 101,326,143 | 6,343,979 | 1,597.20 |
SAFp | 99,959,094 | 1,426 | 0 | 99,960,520 | 2,351 | 4,251,829.86 |
SANe | 98,388,597 | 0 | 0 | 98,388,597 | 4,808 | 2,046,351.85 |
MKSl | 96,777,963 | 215,279 | 0 | 96,993,243 | 1,495,514 | 6,485.61 |
BPl | 87,665,689 | 2,903,864 | 600 | 90,570,153 | 13,372,564 | 677.28 |
MUV2d | 87,345,487 | 7,835 | 0 | 87,353,322 | 23,444 | 372,604.17 |
EMMNz | 84,734,772 | 19,024 | 754 | 84,754,550 | 53,838 | 157,425.15 |
DBKd | 82,922,600 | 0 | 0 | 82,922,600 | 5,753 | 1,441,380.15 |
DTEd | 82,407,478 | 9,342 | 0 | 82,416,820 | 67,174 | 122,691.55 |
Data for 2024-09-02 to 2024-09-06 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.