Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| Cboe CHM 30 | 83,940 | 94.71% | 40.25% | 1.91 |
| Cboe CH 20 | 181,980 | 96.33% | 32.61% | 0.83 |
Data for 2024-11-18 to 2024-11-22 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) |
|---|---|---|---|---|---|---|
| FERe | 459,813,942 | 0 | 0 | 459,813,942 | 32,229 | 1,426,708.68 |
| MUV2d | 279,409,960 | 0 | 0 | 279,409,960 | 567 | 49,278,652.56 |
| TTEp | 210,130,026 | 0 | 0 | 210,130,026 | 3,364 | 6,246,433.59 |
| NOVOBc | 191,874,647 | 0 | 0 | 191,874,647 | 15,579 | 1,231,623.64 |
| AZNl | 145,180,718 | 44,989,140 | 0 | 190,169,858 | 60,379,396 | 314.96 |
| TSCOl | 156,782,182 | 2,377,014 | 0 | 159,159,196 | 10,383,850 | 1,532.76 |
| NWGl | 152,465,805 | 4,136,137 | 0 | 156,601,942 | 18,421,988 | 850.08 |
| UMGa | 133,277,420 | 0 | 0 | 133,277,420 | 777 | 17,152,821.11 |
| DPLMl | 95,601,381 | 3,280,717 | 0 | 98,882,099 | 7,728,047 | 1,279.52 |
| BAl | 92,411,477 | 1,691,418 | 0 | 94,102,895 | 17,031,522 | 552.52 |
| NESNz | 74,382,804 | 13,085,775 | 0 | 87,468,580 | 89,515,255 | 97.71 |
| MONCm | 86,782,181 | 0 | 0 | 86,782,181 | 44,160 | 196,517.62 |
| MCp | 79,374,589 | 0 | 0 | 79,374,589 | 16,968 | 467,789.89 |
| SANp | 77,077,333 | 73 | 0 | 77,077,406 | 2,796 | 2,756,702.65 |
| MBGd | 73,477,559 | 0 | 0 | 73,477,559 | 7,985 | 920,194.85 |
| RMSp | 70,041,090 | 8,851 | 0 | 70,049,941 | 205,437 | 34,098.02 |
| RRl | 65,006,388 | 4,259,741 | 0 | 69,266,129 | 20,759,055 | 333.67 |
| PLXp | 65,469,857 | 0 | 0 | 65,469,857 | 69,012 | 94,867.35 |
| IIIl | 57,798,133 | 1,699,887 | 0 | 59,498,020 | 10,792,208 | 551.31 |
| RS1l | 58,775,542 | 397,097 | 0 | 59,172,639 | 1,650,828 | 3,584.42 |
| ABBNz | 56,142,505 | 1,777,042 | 0 | 57,919,546 | 24,133,710 | 239.99 |
| SGEl | 50,759,224 | 5,692,854 | 0 | 56,452,079 | 17,634,112 | 320.13 |
| DGEl | 52,103,324 | 4,303,325 | 0 | 56,406,649 | 21,744,139 | 259.41 |
| HLEd | 56,396,605 | 0 | 0 | 56,396,605 | 0 | n/a |
| SSEl | 44,635,369 | 8,649,365 | 0 | 53,284,734 | 10,180,967 | 523.38 |
Data for 2024-11-18 to 2024-11-22 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.