Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CH 20 | 235,092 | 81.56% | 74.83% | 9.08 |
Cboe CHM 30 | 142,601 | 74.10% | 60.82% | 7.67 |
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) |
---|---|---|---|---|---|---|
ZURNz | 143,129,469 | 321,052 | 0 | 143,450,521 | 135,543 | 105,833.96 |
ROGz | 111,899,594 | 1,283,727 | 0 | 113,183,321 | 429,552 | 26,349.15 |
MKSl | 88,625,932 | 16,059,536 | 0 | 104,685,468 | 24,790,564 | 422.28 |
HSBAl | 94,132,861 | 4,848,073 | 0 | 98,980,934 | 8,146,811 | 1,214.97 |
RIOl | 75,523,983 | 17,890,838 | 50,915 | 93,465,736 | 1,257,294 | 7,433.88 |
LSEGl | 92,739,880 | 4,227 | 0 | 92,744,107 | 16,935 | 547,647.52 |
IIIl | 81,973,954 | 6,927,774 | 88,089 | 88,989,818 | 2,490,551 | 3,573.10 |
PRUl | 48,640,507 | 19,020,602 | 42,448 | 67,703,558 | 12,699,251 | 533.13 |
BARCl | 62,203,194 | 4,835,140 | 17,987 | 67,056,321 | 2,373,217 | 2,825.55 |
KGFl | 50,561,674 | 28,899 | 0 | 50,590,573 | 19,049 | 265,581.25 |
NESNz | 47,726,437 | 179,181 | 0 | 47,905,618 | 232,194 | 20,631.72 |
RRl | 45,414,493 | 201,302 | 0 | 45,615,795 | 3,126 | 1,459,238.48 |
RKTl | 22,520,529 | 701 | 0 | 22,521,230 | 241 | 9,344,908.71 |
VODl | 20,449,974 | 1,633,009 | 4,118 | 22,087,101 | 2,708,813 | 815.38 |
GLENl | 21,748,941 | 174,650 | 0 | 21,923,591 | 186,813 | 11,735.58 |
BTl | 17,741,716 | 266,813 | 0 | 18,008,529 | 55,492 | 32,452.48 |
MCp | 15,925,184 | 0 | 1,329,021 | 17,254,205 | 17,823,751 | 96.80 |
BPl | 12,316,139 | 3,364,466 | 0 | 15,680,605 | 3,765,659 | 416.41 |
AZNl | 12,841,833 | 2,323,294 | 100,761 | 15,265,888 | 1,190,967 | 1,281.81 |
AALl | 11,325,496 | 2,983,640 | 193,856 | 14,502,992 | 3,095,634 | 468.50 |
UBSGz | 14,163,566 | 329,182 | 0 | 14,492,749 | 158,582 | 9,138.96 |
LCPEl | 11,889,281 | 306,256 | 571,874 | 12,767,411 | 10,458,890 | 122.07 |
CPGl | 12,613,671 | 17,889 | 0 | 12,631,560 | 108,304 | 11,663.06 |
BMWd | 11,116,862 | 34,073 | 1,439,785 | 12,590,719 | 8,081,409 | 155.80 |
ZPLAz | 5,089,799 | 6,196,895 | 1,213,219 | 12,499,912 | 448,509,323 | 2.79 |
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.