Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CHM 30 | 58,056 | 94.19% | 37.24% | 1.85 |
Cboe CH 20 | 132,098 | 95.67% | 34.50% | 0.85 |
Data for 2024-06-28 to 2024-07-04 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) |
---|---|---|---|---|---|---|
ORp | 330,696,443 | 1,625,667 | 0 | 332,322,110 | 36,584 | 908,381.01 |
BNRd | 219,285,836 | 0 | 0 | 219,285,836 | 180 | 121,825,464.44 |
BBVAe | 172,962,377 | 0 | 0 | 172,962,377 | 0 | n/a |
TEFe | 155,359,242 | 0 | 0 | 155,359,242 | 14,122 | 1,100,122.09 |
HOLNz | 120,165,949 | 2,626,415 | 0 | 122,792,365 | 17,114,723 | 717.47 |
ALOp | 110,598,115 | 0 | 0 | 110,598,115 | 187 | 59,143,377.01 |
HEId | 101,524,062 | 0 | 0 | 101,524,062 | 5,447 | 1,863,852.80 |
ISPm | 91,451,742 | 23 | 0 | 91,451,765 | 67,833 | 134,818.99 |
SANe | 87,295,593 | 1,526 | 0 | 87,297,119 | 26,805 | 325,674.76 |
UCBb | 81,157,772 | 0 | 0 | 81,157,772 | 0 | n/a |
ESSIBs | 75,330,594 | 0 | 0 | 75,330,594 | 196 | 38,433,976.53 |
REPe | 72,245,778 | 2,423 | 0 | 72,248,201 | 2,231 | 3,238,377.45 |
NGl | 62,977,109 | 5,540,702 | 0 | 68,517,811 | 23,113,115 | 296.45 |
SHELl | 61,233,376 | 5,064,910 | 0 | 66,298,286 | 28,150,329 | 235.52 |
PGHNz | 64,929,882 | 1,245,492 | 0 | 66,175,374 | 10,980,832 | 602.64 |
INGAa | 65,647,396 | 16,994 | 0 | 65,664,390 | 51,524 | 127,444.28 |
AMp | 65,591,191 | 0 | 0 | 65,591,191 | 0 | n/a |
NNa | 64,560,068 | 9,289 | 0 | 64,569,357 | 53,137 | 121,514.87 |
CRHl | 60,780,467 | 3,330,329 | 0 | 64,110,795 | 18,739,892 | 342.11 |
CLNXe | 62,492,311 | 0 | 0 | 62,492,311 | 14,430 | 433,072.15 |
SAPd | 61,878,044 | 31,867 | 0 | 61,909,912 | 113,116 | 54,731.35 |
ELUXBs | 60,887,049 | 0 | 0 | 60,887,049 | 0 | n/a |
VODl | 58,061,080 | 2,186,951 | 0 | 60,248,031 | 8,998,619 | 669.53 |
SANp | 59,063,364 | 0 | 0 | 59,063,364 | 30,675 | 192,545.60 |
HSBAl | 50,251,300 | 7,106,130 | 0 | 57,357,430 | 31,917,456 | 179.71 |
Data for 2024-06-28 to 2024-07-04 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.