Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
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) |
---|---|---|---|---|---|---|
BMWd | 170,612,179 | 11,453,562 | 0 | 182,065,742 | 9,336,540 | 1,950.03 |
AIRp | 76,806,440 | 28,176,865 | 0 | 104,983,305 | 30,028,070 | 349.62 |
ALVd | 100,247,414 | 2,721 | 0 | 100,250,135 | 825 | 12,151,531.52 |
CARLBc | 70,208,564 | 65,824 | 0 | 70,274,388 | 81,970 | 85,731.84 |
UCGm | 55,557,967 | 37,712 | 0 | 55,595,679 | 2,437,369 | 2,280.97 |
SHELLa | 55,006,173 | 6,175 | 0 | 55,012,348 | 5,172 | 1,063,657.15 |
NOVOBc | 41,312,586 | 709,569 | 0 | 42,022,156 | 676,194 | 6,214.51 |
EBSv | 28,568,170 | 23,902 | 0 | 28,592,072 | 1,032,672 | 2,768.75 |
ENIm | 24,494,499 | 158,646 | 0 | 24,653,144 | 158,224 | 15,581.17 |
AMSe | 22,251,919 | 0 | 0 | 22,251,919 | 0 | n/a |
ALFAs | 20,468,095 | 562,758 | 0 | 21,030,853 | 13,753,893 | 152.91 |
ORAp | 19,791,396 | 313,117 | 0 | 20,104,513 | 83,263 | 24,145.79 |
KRZi | 19,707,820 | 0 | 0 | 19,707,820 | 6,545 | 301,112.61 |
RMSp | 19,026,158 | 11,025 | 0 | 19,037,183 | 14,101 | 135,005.91 |
ASMLa | 15,608,283 | 98,837 | 0 | 15,707,120 | 1,021,204 | 1,538.10 |
EOANd | 14,434,098 | 16,445 | 0 | 14,450,543 | 27,357 | 52,822.10 |
ABIb | 13,105,557 | 429,822 | 0 | 13,535,379 | 7,492,592 | 180.65 |
AIp | 10,593,184 | 1,113,517 | 0 | 11,706,701 | 436,468 | 2,682.14 |
TIETOh | 11,277,061 | 16,703 | 0 | 11,293,764 | 12,169 | 92,807.66 |
BNPp | 9,698,764 | 447,914 | 0 | 10,146,678 | 14,693,272 | 69.06 |
SUp | 9,786,228 | 3,264 | 0 | 9,789,492 | 24,743 | 39,564.69 |
KRXi | 9,436,795 | 39,528 | 0 | 9,476,323 | 30,306 | 31,268.80 |
NDAh | 2,419,242 | 6,648,312 | 0 | 9,067,555 | 1,062,371 | 853.52 |
BNp | 8,109,239 | 15,236 | 0 | 8,124,475 | 141,702 | 5,733.49 |
VOEv | 7,193,388 | 31,750 | 0 | 7,225,138 | 33,324 | 21,681.48 |
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.