Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 67,748 | 95.33% | 38.15% | 1.69 |
| Cboe CH 20 | 160,969 | 96.06% | 32.59% | 0.80 |
Data for 2024-09-09 to 2024-09-13 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) |
|---|---|---|---|---|---|---|
| CAPp | 547,497,531 | 0 | 0 | 547,497,531 | 18,685 | 2,930,144.67 |
| NOVNz | 166,451,126 | 7,540,603 | 0 | 173,991,728 | 50,838,401 | 342.24 |
| GLENl | 170,070,433 | 2,813,549 | 0 | 172,883,982 | 25,432,631 | 679.77 |
| STERVh | 154,723,477 | 0 | 0 | 154,723,477 | 4,350 | 3,556,861.54 |
| RRl | 117,272,447 | 5,301,937 | 0 | 122,574,384 | 12,591,308 | 973.48 |
| ORp | 107,712,328 | 0 | 0 | 107,712,328 | 18,346 | 587,116.15 |
| ASMLa | 106,971,973 | 0 | 0 | 106,971,973 | 79,424 | 134,684.70 |
| SSEl | 104,013,369 | 1,182,801 | 0 | 105,196,170 | 10,396,528 | 1,011.84 |
| ROGz | 75,950,025 | 24,730,087 | 344 | 100,680,456 | 81,442,264 | 123.62 |
| CLNXe | 94,020,681 | 5,473 | 0 | 94,026,154 | 89,069 | 105,565.52 |
| HEIAa | 88,017,245 | 231 | 0 | 88,017,476 | 8,619 | 1,021,202.88 |
| AZNl | 66,890,251 | 18,872,479 | 0 | 85,762,729 | 68,086,056 | 125.96 |
| 1COVd | 84,377,830 | 0 | 0 | 84,377,830 | 17,953 | 469,992.93 |
| AMSe | 76,433,921 | 794 | 0 | 76,434,715 | 42,277 | 180,795.03 |
| ITXe | 74,962,360 | 128,517 | 0 | 75,090,878 | 222,521 | 33,745.52 |
| BNp | 67,454,241 | 0 | 0 | 67,454,241 | 17,268 | 390,631.46 |
| ASSABs | 65,653,701 | 0 | 0 | 65,653,701 | 6,757 | 971,639.80 |
| HSBAl | 58,277,614 | 4,794,933 | 0 | 63,072,547 | 29,169,749 | 216.23 |
| JDl | 61,872,982 | 343,092 | 0 | 62,216,074 | 3,324,163 | 1,871.63 |
| DGEl | 49,577,421 | 12,341,753 | 0 | 61,919,174 | 27,336,590 | 226.51 |
| RACEm | 56,796,154 | 0 | 0 | 56,796,154 | 21,261 | 267,137.74 |
| NESNz | 48,187,352 | 8,200,606 | 0 | 56,387,959 | 50,954,250 | 110.66 |
| ENELm | 55,921,050 | 0 | 0 | 55,921,050 | 16,004 | 349,419.21 |
| SOONz | 53,669,592 | 1,936,912 | 0 | 55,606,504 | 16,202,387 | 343.20 |
| ARGXb | 53,564,447 | 0 | 0 | 53,564,447 | 6,997 | 765,534.47 |
Data for 2024-09-09 to 2024-09-13 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.