Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 92,408 | 97.78% | 73.95% | 4.74 |
Cboe CH 20 | 158,948 | 98.37% | 72.05% | 1.84 |
Data for 2024-06-25 to 2024-07-01 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) |
---|---|---|---|---|---|---|
JUN3d | 3,500,990,409 | 0 | 0 | 3,500,990,409 | 1,551 | 225,724,720.12 |
SPSNz | 2,877,444,389 | 62,903 | 0 | 2,877,507,292 | 173,564 | 1,657,894.09 |
GALDz | 2,793,144,998 | 2,320,405 | 0 | 2,795,465,403 | 1,125,023 | 248,480.73 |
STMNz | 1,633,966,010 | 198,587,457 | 0 | 1,832,553,467 | 1,284,842 | 142,628.70 |
LONNz | 872,689,203 | 1,518,984 | 0 | 874,208,188 | 2,816,242 | 31,041.66 |
ZURNz | 697,252,923 | 298,761 | 200 | 697,551,884 | 2,656,936 | 26,254.00 |
KNINz | 476,399,194 | 56,103,833 | 0 | 532,503,027 | 1,373,364 | 38,773.63 |
BNRd | 488,530,457 | 0 | 0 | 488,530,457 | 5,606 | 8,714,421.28 |
SAPd | 470,202,438 | 126,108 | 534 | 470,329,081 | 476,133 | 98,781.03 |
HOLNz | 357,783,443 | 473,072 | 0 | 358,256,516 | 2,862,831 | 12,514.06 |
INGAa | 308,820,911 | 17,290 | 0 | 308,838,201 | 108,725 | 284,054.45 |
YPSNz | 306,140,096 | 16,523 | 0 | 306,156,620 | 152,152 | 201,217.61 |
HEId | 258,407,063 | 0 | 0 | 258,407,063 | 0 | n/a |
ORp | 206,753,772 | 4,560 | 0 | 206,758,332 | 23,610 | 875,723.56 |
PGHNz | 205,250,802 | 659,335 | 0 | 205,910,136 | 2,061,696 | 9,987.42 |
AZNl | 183,992,588 | 2,081,344 | 39,983 | 186,113,915 | 7,229,293 | 2,574.44 |
HTROs | 178,304,384 | 0 | 0 | 178,304,384 | 0 | n/a |
HMBs | 170,478,783 | 0 | 0 | 170,478,783 | 18,939 | 900,146.70 |
ALOp | 166,701,905 | 696 | 0 | 166,702,601 | 49 | 340,209,389.80 |
TSCOl | 157,987,722 | 4,450,031 | 0 | 162,437,753 | 5,500,856 | 2,952.95 |
SANe | 156,509,174 | 332,777 | 0 | 156,841,951 | 62,403 | 251,337.20 |
AALl | 136,191,230 | 4,973,499 | 2,364 | 141,167,093 | 5,081,332 | 2,778.15 |
MCp | 133,872,171 | 2,762 | 0 | 133,874,933 | 35,201 | 380,315.71 |
AIRp | 124,839,643 | 3,289,422 | 0 | 128,129,065 | 237,523 | 53,943.86 |
NNa | 113,836,723 | 0 | 0 | 113,836,723 | 9,286 | 1,225,896.22 |
Data for 2024-06-25 to 2024-07-01 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.