Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 124,844 | 95.68% | 44.99% | 2.68 |
| Cboe CH 20 | 207,011 | 95.30% | 37.83% | 0.91 |
Data for 2025-06-23 to 2025-06-27 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) |
|---|---|---|---|---|---|---|
| RRl | 147,780,416 | 8,961,817 | 0 | 156,742,233 | 39,661,509 | 395.20 |
| LSEGl | 130,929,297 | 2,771,406 | 0 | 133,700,703 | 29,916,397 | 446.91 |
| PGHNz | 121,526,719 | 1,952,154 | 839 | 123,479,713 | 17,650,613 | 699.58 |
| ABBNz | 57,476,151 | 51,683,934 | 0 | 109,160,085 | 46,203,421 | 236.26 |
| BAl | 36,260,905 | 64,450,492 | 0 | 100,711,397 | 43,472,749 | 231.67 |
| NWGl | 97,327,675 | 3,157,962 | 0 | 100,485,637 | 21,511,502 | 467.13 |
| SGEl | 94,489,724 | 1,368,533 | 0 | 95,858,257 | 9,528,786 | 1,005.99 |
| AMp | 89,212,475 | 0 | 0 | 89,212,475 | 54,784 | 162,844.03 |
| FBKm | 71,919,071 | 0 | 0 | 71,919,071 | 55,502 | 129,579.24 |
| BNPp | 70,988,695 | 2,612 | 0 | 70,991,307 | 66,565 | 106,649.60 |
| CVCa | 69,275,522 | 0 | 0 | 69,275,522 | 0 | n/a |
| ITXe | 66,281,637 | 0 | 0 | 66,281,637 | 21,633 | 306,391.33 |
| NESNz | 59,126,246 | 6,458,020 | 17 | 65,584,283 | 54,871,997 | 119.52 |
| AZNl | 52,806,691 | 9,293,952 | 0 | 62,100,644 | 42,150,956 | 147.33 |
| IIIl | 56,755,411 | 2,611,027 | 0 | 59,366,438 | 17,111,843 | 346.93 |
| ENELm | 57,607,533 | 0 | 0 | 57,607,533 | 293 | 19,661,274.06 |
| EDPRu | 57,191,389 | 0 | 0 | 57,191,389 | 2,067 | 2,766,879.00 |
| ENRd | 53,112,894 | 3,486 | 0 | 53,116,380 | 23,591 | 225,155.27 |
| BPl | 45,641,858 | 3,719,810 | 0 | 49,361,668 | 35,954,912 | 137.29 |
| KBCb | 48,764,005 | 1,333 | 0 | 48,765,338 | 37,613 | 129,650.22 |
| CSPXl | 21,461,340 | 25,796,746 | 0 | 47,258,087 | 5,134,734 | 920.36 |
| NXTl | 46,817,245 | 428,801 | 0 | 47,246,046 | 5,045,369 | 936.42 |
| ULVRl | 41,197,712 | 2,964,454 | 0 | 44,162,166 | 25,579,743 | 172.65 |
| HOLNz | 37,748,827 | 6,360,979 | 0 | 44,109,806 | 43,426,617 | 101.57 |
| SDIPBs | 43,925,257 | 0 | 0 | 43,925,257 | 2,047 | 2,145,835.71 |
Data for 2025-06-23 to 2025-06-27 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.