Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
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 | 255,798,741 | 18,131,788 | 0 | 273,930,529 | 70,016,328 | 391.24 |
MCp | 235,284,786 | 16,659,982 | 0 | 251,944,768 | 92,362,273 | 272.78 |
ISPm | 207,755,986 | 7,537,323 | 0 | 215,293,309 | 56,316,736 | 382.29 |
ASMLa | 162,353,436 | 19,043,454 | 0 | 181,396,891 | 137,132,028 | 132.28 |
REPe | 171,366,157 | 5,552,916 | 0 | 176,919,073 | 15,458,102 | 1,144.51 |
BBVAe | 139,785,475 | 4,807,050 | 0 | 144,592,525 | 23,891,475 | 605.21 |
TEFe | 124,261,291 | 3,764,428 | 0 | 128,025,719 | 10,245,020 | 1,249.64 |
NOVOBc | 103,230,890 | 19,494,520 | 0 | 122,725,410 | 85,493,078 | 143.55 |
BNPp | 106,561,291 | 11,443,573 | 0 | 118,004,864 | 67,750,362 | 174.18 |
SANe | 106,173,492 | 6,332,536 | 0 | 112,506,028 | 35,095,005 | 320.58 |
BNRd | 104,834,351 | 1,067,812 | 0 | 105,902,162 | 5,144,618 | 2,058.50 |
TTEp | 95,757,354 | 9,356,206 | 0 | 105,113,560 | 67,485,149 | 155.76 |
SGOp | 97,793,753 | 3,196,595 | 0 | 100,990,348 | 38,081,626 | 265.19 |
IBEe | 89,544,146 | 9,777,715 | 0 | 99,321,861 | 48,632,633 | 204.23 |
INGAa | 88,520,257 | 5,674,900 | 0 | 94,195,156 | 43,080,539 | 218.65 |
SAPd | 84,504,113 | 9,040,847 | 0 | 93,544,959 | 68,722,541 | 136.12 |
ADSd | 77,148,579 | 10,365,207 | 0 | 87,513,785 | 43,531,923 | 201.03 |
AIp | 75,309,389 | 10,651,780 | 0 | 85,961,169 | 42,741,971 | 201.12 |
AIRp | 72,806,172 | 12,880,371 | 0 | 85,686,543 | 76,868,061 | 111.47 |
SUp | 75,819,406 | 9,058,122 | 0 | 84,877,529 | 59,731,658 | 142.10 |
CSp | 74,747,879 | 9,576,472 | 0 | 84,324,351 | 51,379,874 | 164.12 |
AMSe | 67,642,578 | 14,056,726 | 0 | 81,699,304 | 13,720,378 | 595.46 |
RMSp | 75,105,723 | 6,072,287 | 0 | 81,178,010 | 43,249,231 | 187.70 |
DSVc | 65,837,735 | 10,051,066 | 0 | 75,888,801 | 20,171,403 | 376.22 |
SANp | 56,058,027 | 17,118,417 | 0 | 73,176,443 | 44,109,348 | 165.90 |
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.