Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|---|---|---|---|
Cboe CH 20 | 175,365 | 81.57% | 74.71% | 7.61 |
Cboe CHM 30 | 53,535 | 72.91% | 51.59% | 3.67 |
Data for 2024-09-12 to 2024-09-18 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) |
---|---|---|---|---|---|---|
VODl | 678,622,350 | 4,373,119 | 3,381 | 682,998,850 | 1,613,836 | 42,321.45 |
RRl | 512,049,734 | 1,012,517 | 0 | 513,062,251 | 353,560 | 145,113.21 |
RELl | 257,441,202 | 10,114,170 | 25,060 | 267,580,432 | 689,535 | 38,805.92 |
PSNl | 253,935,700 | 252,388 | 0 | 254,188,088 | 65,776 | 386,445.04 |
BATSl | 221,158,314 | 3,468,546 | 0 | 224,626,860 | 3,635 | 6,179,555.98 |
LSEGl | 190,903,144 | 11,818,734 | 0 | 202,721,878 | 216,250 | 93,744.22 |
HSBAl | 164,768,958 | 8,440,713 | 0 | 173,209,671 | 9,713,529 | 1,783.18 |
RTOl | 149,964,357 | 18,582 | 0 | 149,982,939 | 10,217 | 1,467,974.35 |
ZURNz | 137,416,830 | 745,950 | 0 | 138,162,780 | 279,858 | 49,368.89 |
ROGz | 106,729,805 | 3,743,030 | 0 | 110,472,835 | 224,965 | 49,106.68 |
CPGl | 108,063,736 | 944,969 | 0 | 109,008,705 | 73,386 | 148,541.55 |
NESNz | 107,244,480 | 1,009,642 | 0 | 108,254,122 | 363,254 | 29,801.22 |
MKSl | 88,929,893 | 12,899,576 | 0 | 101,829,469 | 23,389,994 | 435.35 |
PRUl | 84,234,074 | 9,140,619 | 24,279 | 93,398,972 | 11,829,993 | 789.51 |
AHTl | 84,345,313 | 0 | 0 | 84,345,313 | 75 | 112,460,417.33 |
AZNl | 76,159,450 | 7,576,111 | 106,706 | 83,842,267 | 3,336,462 | 2,512.91 |
EXPNl | 78,458,100 | 45 | 0 | 78,458,145 | 27 | 290,585,722.22 |
BARCl | 74,235,056 | 3,635,537 | 15,772 | 77,886,364 | 2,709,134 | 2,874.95 |
LTIl | 65,900,877 | 0 | 0 | 65,900,877 | 0 | n/a |
UBSGz | 51,764,727 | 89,892 | 0 | 51,854,619 | 100,708 | 51,490.07 |
IIIl | 49,575,894 | 1,709,090 | 67,159 | 51,352,142 | 2,637,090 | 1,947.30 |
HLMAl | 41,111,509 | 0 | 0 | 41,111,509 | 0 | n/a |
SBRYl | 36,063,686 | 3,011,157 | 0 | 39,074,843 | 1,031,414 | 3,788.47 |
INFl | 36,695,489 | 0 | 0 | 36,695,489 | 92 | 39,886,401.09 |
RIOl | 30,866,697 | 4,589,036 | 50,246 | 35,505,978 | 1,305,874 | 2,718.94 |
Data for 2024-09-12 to 2024-09-18 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.