Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 199,463 | 93.26% | 41.80% | 2.72 |
| Cboe CH 20 | 410,219 | 93.97% | 37.29% | 0.97 |
Data for 2025-04-09 to 2025-04-15 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) |
|---|---|---|---|---|---|---|
| DPLMl | 429,359,893 | 5,274,500 | 0 | 434,634,393 | 4,571,984 | 9,506.47 |
| RKTl | 376,900,088 | 5,953,117 | 0 | 382,853,206 | 21,721,929 | 1,762.52 |
| GALPu | 341,038,874 | 0 | 0 | 341,038,874 | 10,448 | 3,264,154.61 |
| DBKd | 239,182,950 | 0 | 0 | 239,182,950 | 1,786 | 13,392,102.46 |
| CSPXl | 85,542,299 | 96,373,691 | 0 | 181,915,990 | 13,411,509 | 1,356.42 |
| TRELBs | 172,942,371 | 0 | 0 | 172,942,371 | 10,187 | 1,697,677.15 |
| FREd | 169,141,815 | 0 | 0 | 169,141,815 | 1,061 | 15,941,735.63 |
| CTECl | 165,429,334 | 3,485,392 | 0 | 168,914,726 | 4,024,998 | 4,196.64 |
| RRl | 132,613,659 | 6,497,855 | 0 | 139,111,514 | 29,993,652 | 463.80 |
| UBSGz | 113,078,194 | 12,694,359 | 0 | 125,772,553 | 55,767,287 | 225.53 |
| NESNz | 99,347,925 | 24,382,601 | 1,965 | 123,732,490 | 109,623,821 | 112.87 |
| NOVOBc | 114,749,210 | 0 | 0 | 114,749,210 | 1,398 | 8,208,098.00 |
| ITRKl | 107,830,586 | 1,550,939 | 0 | 109,381,524 | 8,930,113 | 1,224.86 |
| ANTOl | 108,271,067 | 875,937 | 0 | 109,147,004 | 7,320,404 | 1,491.00 |
| CFRz | 97,957,515 | 9,132,217 | 6,828 | 107,096,560 | 63,379,356 | 168.98 |
| BAl | 90,275,246 | 8,873,916 | 0 | 99,149,162 | 36,970,668 | 268.18 |
| LSEGl | 95,576,130 | 3,275,469 | 0 | 98,851,600 | 29,467,307 | 335.46 |
| DHLd | 95,628,810 | 0 | 0 | 95,628,810 | 5,808 | 1,646,501.55 |
| MAERBc | 94,676,927 | 0 | 0 | 94,676,927 | 978 | 9,680,667.38 |
| NXTl | 89,746,952 | 3,816,390 | 0 | 93,563,342 | 14,565,311 | 642.37 |
| 1COVd | 90,986,773 | 0 | 0 | 90,986,773 | 0 | n/a |
| HSBAl | 70,135,400 | 14,363,938 | 0 | 84,499,339 | 62,445,453 | 135.32 |
| NGl | 76,130,669 | 4,548,279 | 0 | 80,678,947 | 30,661,294 | 263.13 |
| AZNl | 65,207,944 | 15,314,110 | 0 | 80,522,054 | 71,842,063 | 112.08 |
| MCp | 79,269,069 | 29,577 | 0 | 79,298,646 | 42,319 | 187,383.08 |
Data for 2025-04-09 to 2025-04-15 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.