Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|
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 | 451,329,550 | 11,608,279 | 0 | 462,937,830 | 13,141,985 | 3,522.59 |
| NOVOBc | 256,727,679 | 48,047,768 | 0 | 304,775,447 | 118,165,321 | 257.92 |
| MUV2d | 265,767,679 | 3,803,189 | 0 | 269,570,868 | 36,724,050 | 734.04 |
| TTEp | 228,483,736 | 4,866,706 | 0 | 233,350,442 | 78,145,551 | 298.61 |
| ASMLa | 172,188,829 | 51,674,256 | 0 | 223,863,085 | 198,524,403 | 112.76 |
| DHLd | 166,598,307 | 2,625,203 | 0 | 169,223,511 | 24,606,141 | 687.73 |
| MCp | 152,216,106 | 15,526,097 | 0 | 167,742,202 | 102,898,212 | 163.02 |
| ADYENa | 158,059,911 | 8,239,818 | 0 | 166,299,728 | 48,926,578 | 339.90 |
| SANp | 129,098,007 | 7,373,393 | 0 | 136,471,400 | 60,503,485 | 225.56 |
| EQNRo | 129,115,590 | 5,845,339 | 0 | 134,960,929 | 31,864,874 | 423.54 |
| BMWd | 126,064,239 | 4,403,246 | 0 | 130,467,486 | 28,419,427 | 459.08 |
| SGOp | 121,984,073 | 7,847,814 | 0 | 129,831,888 | 50,743,070 | 255.86 |
| ENELm | 112,262,627 | 9,006,464 | 0 | 121,269,091 | 41,467,001 | 292.45 |
| IBEe | 112,508,546 | 8,113,836 | 0 | 120,622,381 | 41,428,111 | 291.16 |
| SIEd | 105,968,178 | 13,783,701 | 0 | 119,751,879 | 107,070,728 | 111.84 |
| UMGa | 116,349,871 | 1,475,359 | 0 | 117,825,230 | 9,649,473 | 1,221.05 |
| SHELLa | 109,101,021 | 5,467,758 | 0 | 114,568,779 | 38,621,172 | 296.65 |
| ADSd | 105,024,663 | 5,307,633 | 0 | 110,332,296 | 37,039,618 | 297.88 |
| SAPd | 82,650,406 | 21,633,472 | 0 | 104,283,878 | 98,965,785 | 105.37 |
| RACEm | 91,930,054 | 11,608,581 | 0 | 103,538,635 | 45,227,482 | 228.93 |
| Gm | 96,032,255 | 2,148,804 | 0 | 98,181,059 | 34,633,594 | 283.49 |
| TITm | 95,589,962 | 1,269,492 | 0 | 96,859,455 | 3,404,825 | 2,844.77 |
| INGAa | 90,884,215 | 4,177,928 | 0 | 95,062,143 | 48,295,362 | 196.83 |
| SUp | 84,936,625 | 8,117,904 | 0 | 93,054,530 | 65,720,106 | 141.59 |
| MBGd | 74,774,394 | 4,279,666 | 0 | 79,054,060 | 33,179,281 | 238.26 |
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.