Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
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) |
---|---|---|---|---|---|---|
ASMLa | 175,479,015 | 45,561,389 | 0 | 221,040,404 | 249,258,785 | 88.68 |
ORp | 208,257,852 | 9,823,168 | 0 | 218,081,019 | 70,930,478 | 307.46 |
ITXe | 187,829,112 | 24,440,543 | 0 | 212,269,656 | 51,889,406 | 409.08 |
MCp | 115,459,269 | 44,495,692 | 0 | 159,954,962 | 99,829,344 | 160.23 |
CAPp | 155,578,938 | 3,642,389 | 0 | 159,221,326 | 22,617,688 | 703.97 |
SAPd | 137,493,209 | 18,685,453 | 0 | 156,178,662 | 99,335,720 | 157.22 |
CBKd | 62,187,042 | 66,286,443 | 0 | 128,473,485 | 53,344,497 | 240.84 |
TTEp | 105,485,330 | 17,788,836 | 0 | 123,274,166 | 76,408,452 | 161.34 |
EQNRo | 115,428,602 | 2,236,038 | 0 | 117,664,640 | 14,350,448 | 819.94 |
NOEJd | 112,042,850 | 4,048,157 | 0 | 116,091,008 | 78,859 | 147,213.39 |
BBVAe | 92,416,086 | 8,808,736 | 0 | 101,224,822 | 31,594,669 | 320.39 |
ERICBs | 71,680,147 | 25,191,235 | 0 | 96,871,382 | 13,360,955 | 725.03 |
SUp | 83,663,312 | 10,336,909 | 0 | 94,000,221 | 55,579,977 | 169.13 |
ELp | 87,695,730 | 5,636,153 | 0 | 93,331,883 | 31,996,636 | 291.69 |
RMSp | 81,940,698 | 11,151,484 | 0 | 93,092,181 | 48,290,671 | 192.77 |
DSVc | 74,304,108 | 13,554,160 | 0 | 87,858,267 | 28,449,900 | 308.82 |
SIEd | 78,419,385 | 9,262,979 | 0 | 87,682,364 | 49,358,853 | 177.64 |
RACEm | 75,419,475 | 11,736,121 | 0 | 87,155,596 | 33,502,697 | 260.15 |
ENELm | 81,436,042 | 5,692,762 | 0 | 87,128,803 | 32,781,473 | 265.79 |
IBEe | 77,489,914 | 8,256,544 | 0 | 85,746,458 | 45,370,556 | 188.99 |
BMWd | 71,458,512 | 14,111,485 | 0 | 85,569,996 | 65,278,698 | 131.08 |
AIRp | 76,504,707 | 7,923,715 | 0 | 84,428,422 | 44,754,712 | 188.65 |
NOVOBc | 59,713,038 | 18,514,966 | 0 | 78,228,003 | 83,144,790 | 94.09 |
MBGd | 65,878,277 | 10,883,409 | 0 | 76,761,685 | 54,273,783 | 141.43 |
DGp | 70,622,668 | 4,827,489 | 0 | 75,450,157 | 30,922,933 | 243.99 |
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.