Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 62,453 | 95.41% | 34.81% | 1.66 |
| Cboe CH 20 | 136,659 | 96.48% | 31.15% | 0.79 |
Data for 2024-11-27 to 2024-12-03 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) |
|---|---|---|---|---|---|---|
| ORp | 179,498,266 | 0 | 0 | 179,498,266 | 5,745 | 3,124,425.87 |
| HEN3d | 170,624,314 | 0 | 0 | 170,624,314 | 0 | n/a |
| SANe | 154,089,969 | 0 | 0 | 154,089,969 | 4,523 | 3,406,808.95 |
| DPLMl | 118,890,980 | 3,142,743 | 0 | 122,033,723 | 3,869,744 | 3,153.53 |
| BPl | 80,698,418 | 2,811,779 | 0 | 83,510,196 | 34,795,326 | 240.00 |
| ADYENa | 83,045,228 | 0 | 0 | 83,045,228 | 14,354 | 578,551.12 |
| PRUl | 78,214,578 | 4,517,364 | 0 | 82,731,942 | 8,318,812 | 994.52 |
| IHGl | 72,931,597 | 2,196,148 | 0 | 75,127,745 | 12,685,487 | 592.23 |
| RIOl | 69,602,155 | 2,175,677 | 0 | 71,777,832 | 23,011,758 | 311.92 |
| AIp | 70,981,356 | 155 | 0 | 70,981,511 | 11,917 | 595,632.38 |
| SPMm | 69,973,797 | 0 | 0 | 69,973,797 | 14,221 | 492,045.55 |
| ASMLa | 69,641,979 | 6,560 | 0 | 69,648,539 | 1,964 | 3,546,259.62 |
| MTa | 63,486,493 | 0 | 0 | 63,486,493 | 0 | n/a |
| NESNz | 51,964,960 | 4,997,933 | 0 | 56,962,892 | 51,357,183 | 110.92 |
| SIEd | 53,005,174 | 0 | 0 | 53,005,174 | 11,763 | 450,609.32 |
| VIEp | 52,417,150 | 3,420 | 0 | 52,420,570 | 27,928 | 187,698.98 |
| RKTl | 44,681,693 | 3,136,326 | 0 | 47,818,020 | 12,646,497 | 378.11 |
| ABIb | 47,447,542 | 0 | 0 | 47,447,542 | 8,435 | 562,507.91 |
| RELl | 44,399,086 | 2,737,874 | 0 | 47,136,961 | 13,834,230 | 340.73 |
| SGSNz | 46,020,664 | 397,201 | 0 | 46,417,865 | 4,248,461 | 1,092.58 |
| CFRz | 43,229,833 | 2,128,690 | 0 | 45,358,523 | 24,621,889 | 184.22 |
| NGl | 38,696,467 | 4,722,951 | 0 | 43,419,417 | 16,717,514 | 259.72 |
| NWGl | 39,981,349 | 3,334,948 | 0 | 43,316,297 | 13,167,544 | 328.96 |
| NOVNz | 39,021,259 | 3,306,916 | 0 | 42,328,175 | 39,133,631 | 108.16 |
| DGEl | 34,708,149 | 6,838,723 | 0 | 41,546,873 | 22,604,043 | 183.80 |
Data for 2024-11-27 to 2024-12-03 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.