Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CH 20 | 237,908 | 83.24% | 77.50% | 7.97 |
Cboe CHM 30 | 140,423 | 75.31% | 62.17% | 7.00 |
Data for 2024-09-24 to 2024-09-30 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) |
---|---|---|---|---|---|---|
JPGLz | 87,102,063,772 | 367,676,418 | 0 | 87,469,740,191 | 1,684,102 | 5,193,850.50 |
ALLNz | 68,799,140,430 | 378,433,081 | 0 | 69,177,573,511 | 8,729,426 | 792,464.17 |
ENIm | 33,321,618,082 | 95,062,658 | 0 | 33,416,680,740 | 208,195 | 16,050,664.40 |
EFIp | 31,505,845,139 | 814 | 0 | 31,505,845,953 | 1,097 | 2,872,000,542.66 |
2B70d | 30,543,561,322 | 92,141,385 | 20,942 | 30,635,723,649 | 597,535 | 5,127,017.44 |
PROXb | 25,725,398,420 | 217,032,267 | 0 | 25,942,430,686 | 105,356 | 24,623,591.14 |
IR5Bi | 25,292,156,586 | 47,011,671 | 0 | 25,339,168,256 | 52,863 | 47,933,655.40 |
TOKMAh | 24,980,785,216 | 216,797,076 | 0 | 25,197,582,292 | 43,664 | 57,707,911.08 |
FNTNd | 24,654,645,198 | 7,342 | 0 | 24,654,652,541 | 2,795,099 | 882,067.24 |
PHARMa | 24,392,611,443 | 26,802,892 | 0 | 24,419,414,336 | 12,430 | 196,455,465.29 |
SLRe | 23,555,294,552 | 203,857,330 | 0 | 23,759,151,882 | 155,575 | 15,271,831.52 |
TFFp | 23,072,628,944 | 373,745,116 | 0 | 23,446,374,060 | 117,722 | 19,916,730.99 |
EVTd | 23,153,939,366 | 24,629,466 | 0 | 23,178,568,832 | 89,388 | 25,930,291.35 |
PHRu | 23,008,798,836 | 57,788,578 | 0 | 23,066,587,414 | 309 | 7,464,915,020.71 |
KTCGv | 21,668,606,367 | 36,818,392 | 0 | 21,705,424,759 | 548,514 | 3,957,132.32 |
ROBITh | 19,796,100,859 | 7,438 | 0 | 19,796,108,297 | 18,951 | 104,459,439.06 |
AGATc | 3,759,131,756 | 801 | 0 | 3,759,132,557 | 1,221 | 307,873,264.29 |
ATCOBs | 2,495,188,610 | 29,546,331 | 0 | 2,524,734,941 | 2,422,032 | 104,240.36 |
YARo | 1,698,096,501 | 12,887,486 | 0 | 1,710,983,987 | 357,626 | 478,428.30 |
INPPl | 1,393,537,228 | 5,342,569 | 0 | 1,398,879,797 | 72,863 | 1,919,876.75 |
AJBl | 1,188,920,483 | 5,328,734 | 0 | 1,194,249,217 | 399,976 | 298,580.22 |
IAGl | 961,762,839 | 3,095,768 | 6,593 | 964,865,200 | 337,767 | 285,660.00 |
MCp | 97,799,864 | 25,709,186 | 17,823,751 | 141,332,801 | 128,616,600 | 109.89 |
LSEGl | 92,621,657 | 0 | 0 | 92,621,657 | 73 | 126,878,982.19 |
MKSl | 67,943,102 | 3,729,553 | 0 | 71,672,655 | 20,807,715 | 344.45 |
Data for 2024-09-24 to 2024-09-30 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.