You are viewing this site in certification mode

Cboe Global Markets

Taker Reports

Download CSV
IndexNotional ImprovedAt or BetterBetterbps
ATX 274,53972.93%58.87%13.32
IBEX 35 227,48473.89%61.95%11.72
FTSE 250 2,211,95982.95%69.07%11.53
ISEQ 20 36,35569.88%60.40%6.30
Cboe CH 20 80,75980.57%70.30%5.18
FTSE 100 209,60989.46%83.52%4.35
PSI20 8,86268.10%45.40%3.41
OBX 21,08398.57%95.68%2.44
MDAX 18,33691.30%86.92%2.21
FTSE MIB 7,73779.40%74.12%1.97
DAX 123,69568.48%62.56%1.46
CAC Next20 -1,50678.34%60.60%-0.86
EURO STOXX 50 -174,59657.49%50.72%-0.95
BEL20 -8,82070.83%65.10%-0.98
STOXX Europe 50 -147,91058.66%50.82%-1.01
AMX -8447.65%46.93%-1.90
CAC 40 -289,14447.43%40.14%-2.98
Cboe CHM 30 -3,58343.26%42.55%-5.37
AEX -116,86541.65%33.76%-6.46
SMIM -4,20542.64%42.24%-6.47

Data for 2022-01-17 to 2022-01-21 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

Download CSV
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)
SQNz4,926,998,460004,926,998,46036,185 13,616,135.03
NESNz825,447,0981630825,447,26293 887,577,701.08
EXPNl224,301,879604,0520224,905,93130,096 747,295.09
GLEp170,022,10866,95634,416170,123,479275,087 61,843.52
BNPp158,902,4903,484,8301,697,717164,085,03725,119,253 653.22
ZPALz123,663,276010,229,421133,892,69739,896,416 335.60
MCp86,718,6033,11613,550,501100,272,220146,014,218 68.67
BPl69,360,594726,5213070,087,145577,094 12,144.84
VODl49,984,1834,141,1335,08754,130,4036,364,178 850.55
SIKAz24,376,161321,461024,697,622273,619 9,026.28
RIOl21,161,1811,814,45989,81423,065,45421,075,412 109.44
BARCl20,598,2431,610,32414,37822,222,94513,976,086 159.01
GSKl17,547,528165,80120,42617,733,7554,395,628 403.44
BMWd10,074,0756,867,136449,03117,390,24294,857,844 18.33
VUSDl15,229,9070015,229,9070 n/a
CARLBc14,571,139337,807302,85315,211,7984,526,575 336.06
LCPEl13,753,0930306,94914,060,0424,347,928 323.37
MUV2d10,494,99102,848,29513,343,28633,694,388 39.60
AALl11,806,863933,477294,67913,035,0193,838,714 339.57
HSBAl10,752,2182,171,232012,923,4514,300,250 300.53
NGl10,513,150791,84944,51611,349,5151,227,557 924.56
DSMa9,306,66743,3801,191,40210,541,44918,515,116 56.93
IFXd7,120,3911,561,911827,9509,510,2529,398,506 101.19
EZJl9,132,925009,132,9250 n/a
MKSl7,593,545550,57908,144,12420,636,954 39.46

Data for 2022-01-17 to 2022-01-21 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.