Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
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) |
|---|---|---|---|---|---|---|
| ABIb | 689,141,721 | 51,763,185 | 0 | 740,904,905 | 37,995,850 | 1,949.96 |
| HEN3d | 561,308,623 | 50,026,321 | 0 | 611,334,945 | 11,064,180 | 5,525.35 |
| BEId | 291,964,996 | 28,024,501 | 0 | 319,989,497 | 9,005,766 | 3,553.16 |
| DEMANc | 238,476,766 | 13,318,169 | 0 | 251,794,935 | 3,190,061 | 7,893.11 |
| ASMLa | 220,621,326 | 21,923,750 | 0 | 242,545,076 | 170,135,849 | 142.56 |
| MRKd | 210,812,736 | 10,877,608 | 0 | 221,690,343 | 7,806,962 | 2,839.65 |
| NOVOBc | 175,199,668 | 19,097,838 | 0 | 194,297,506 | 88,157,208 | 220.40 |
| BBVAe | 190,149,353 | 3,971,533 | 0 | 194,120,886 | 35,929,190 | 540.29 |
| TTEp | 166,311,476 | 12,240,483 | 0 | 178,551,959 | 91,074,624 | 196.05 |
| SANe | 166,695,152 | 7,080,110 | 0 | 173,775,262 | 56,696,541 | 306.50 |
| CARLBc | 148,058,655 | 13,715,816 | 0 | 161,774,471 | 7,866,227 | 2,056.57 |
| AIRp | 120,740,257 | 29,050,267 | 0 | 149,790,524 | 100,038,369 | 149.73 |
| SUp | 120,912,428 | 11,235,624 | 0 | 132,148,052 | 65,800,494 | 200.83 |
| ORp | 90,483,704 | 31,251,184 | 0 | 121,734,888 | 46,580,387 | 261.34 |
| MCp | 103,010,369 | 16,430,473 | 0 | 119,440,841 | 126,644,781 | 94.31 |
| AZNs | 103,087,318 | 10,662,891 | 0 | 113,750,209 | 22,226,990 | 511.77 |
| STLAMm | 88,835,643 | 9,263,481 | 0 | 98,099,124 | 46,167,638 | 212.48 |
| MUV2d | 90,207,481 | 3,229,379 | 0 | 93,436,859 | 31,779,344 | 294.02 |
| CSp | 74,985,465 | 17,188,786 | 0 | 92,174,252 | 79,361,346 | 116.15 |
| MTa | 87,051,658 | 2,985,558 | 0 | 90,037,216 | 22,386,593 | 402.19 |
| UCGm | 80,355,387 | 8,331,783 | 0 | 88,687,169 | 91,539,324 | 96.88 |
| SIEd | 75,084,586 | 7,488,535 | 0 | 82,573,120 | 61,702,537 | 133.82 |
| SANp | 77,380,434 | 4,793,789 | 0 | 82,174,222 | 42,923,360 | 191.44 |
| RMSp | 72,763,805 | 7,735,585 | 0 | 80,499,390 | 41,388,465 | 194.50 |
| AIp | 71,248,849 | 6,744,728 | 0 | 77,993,577 | 45,687,593 | 170.71 |
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.