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Cboe Global Markets

Taker Reports

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IndexNotional ImprovedAt or BetterBetterbps
IBEX 35 235,13274.17%63.18%12.99
ATX 147,29974.11%54.38%10.65
ISEQ 20 39,48571.51%61.67%7.22
FTSE 250 728,79979.11%49.18%4.16
Cboe CH 20 52,82379.16%67.56%3.75
PSI20 8,74666.96%45.64%3.68
SMIM 2,83451.44%50.18%3.43
Cboe CHM 30 2,83451.44%50.18%3.43
FTSE 100 107,09089.63%87.17%2.59
CAC Next20 5,75989.73%69.80%2.29
DAX 143,92368.84%62.33%2.05
OBX 15,41398.24%93.42%1.91
FTSE MIB 7,26075.99%71.26%1.91
MDAX 2,23592.50%87.87%0.23
EURO STOXX 50 -77,33058.32%51.17%-0.56
BEL20 -7,42373.02%68.23%-0.72
STOXX Europe 50 -116,71862.42%55.66%-0.96
CAC 40 -222,80845.87%38.00%-3.28
AEX -60,49847.75%39.40%-4.22
AMX -61148.53%47.61%-9.27

Data for 2021-07-28 to 2021-08-03 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

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SymbolMissed 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)
NOVOBc209,037,3671,89210,892209,050,15165,741 317,990.52
ROGz140,108,7928,5840140,117,3762,752,564 5,090.43
MCp67,339,99517,0609,908,08077,265,134105,324,519 73.36
BARCl51,818,2293,611,2149,90855,439,3514,600,550 1,205.06
ZPALz21,113,73613,606,81510,502,63345,223,18443,011,097 105.14
AZNl17,335,2784,866,710118,39122,320,3789,521,798 234.41
FRp18,798,0175032,93518,801,45630,508 61,627.95
BMWd15,295,8501,521,966338,14217,155,95877,723,137 22.07
VODl13,771,4401,846,3002,92715,620,6674,736,636 329.78
MUV2d8,673,0854,559,7952,132,80515,365,68426,713,009 57.52
ITRKl13,846,7132,694013,849,4077,476 185,251.57
WLNp13,566,87916013,566,8956,179 219,564.57
BTl13,409,532156013,409,68811,816 113,487.54
GSKl11,431,2461,962,87511,26913,405,3901,947,745 688.25
PGHNz11,609,1730011,609,1730 n/a
CONd7,573,1542,345,599938,94310,857,69713,984,820 77.64
NOVNz9,504,39716,56909,520,966151,641 6,278.62
HSBAl8,993,64986,5461089,080,3032,488,277 364.92
PRUl8,443,165107,93850,7378,601,8391,156,841 743.56
DSMa7,809,80033,705697,6778,541,18311,968,806 71.36
ZURNz7,541,482007,541,482649,926 1,160.36
ABIb4,558,9182,143,045494,6497,196,6118,258,247 87.14
MKSl6,856,887289,54907,146,43610,797,448 66.19
BAYNd4,368,2162,000,549417,6206,786,3866,802,527 99.76
BHPl6,368,35974,525241,3946,684,2773,178,789 210.28

Data for 2021-07-28 to 2021-08-03 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.