Taker Reports
Index | Notional Improved | At or Better | Better | bps |
---|
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) |
---|---|---|---|---|---|---|
CARLBc | 226,936,699 | 190,751 | 0 | 227,127,450 | 192,251 | 118,141.10 |
AIRp | 162,908,133 | 22,049,252 | 0 | 184,957,385 | 40,589,234 | 455.68 |
BMWd | 154,983,295 | 17,881,629 | 0 | 172,864,924 | 12,775,632 | 1,353.08 |
TTEp | 148,850,827 | 295,942 | 0 | 149,146,769 | 19,311,883 | 772.31 |
SANp | 138,200,684 | 2,228,825 | 0 | 140,429,509 | 6,189,179 | 2,268.95 |
ENIm | 66,955,101 | 540,464 | 0 | 67,495,565 | 214,247 | 31,503.62 |
ELp | 54,155,268 | 2,806 | 0 | 54,158,074 | 15,189 | 356,561.16 |
BNPp | 49,129,642 | 1,029,759 | 0 | 50,159,401 | 14,952,389 | 335.46 |
ABIb | 43,065,868 | 1,657,102 | 0 | 44,722,970 | 10,002,798 | 447.10 |
SANe | 42,858,499 | 58,667 | 0 | 42,917,166 | 581,752 | 7,377.23 |
ASMLa | 41,361,443 | 22,748 | 0 | 41,384,190 | 89,872 | 46,047.92 |
SAPd | 37,023,637 | 0 | 0 | 37,023,637 | 26,979 | 137,231.32 |
VOLVBs | 35,886,559 | 561,082 | 0 | 36,447,641 | 119,195 | 30,578.16 |
ROCKBc | 31,087,046 | 4,548,415 | 0 | 35,635,461 | 3,402,303 | 1,047.39 |
NOVOBc | 34,493,694 | 1,079,441 | 0 | 35,573,134 | 444,332 | 8,005.98 |
Gm | 35,508,985 | 20,867 | 0 | 35,529,851 | 48,962 | 72,566.18 |
UCGm | 30,305,736 | 457,665 | 0 | 30,763,400 | 3,877,186 | 793.45 |
A5Gi | 29,987,422 | 0 | 0 | 29,987,422 | 3,181 | 942,704.24 |
INGAa | 28,792,306 | 641,399 | 0 | 29,433,705 | 2,841,856 | 1,035.72 |
ORp | 28,969,541 | 87,721 | 0 | 29,057,262 | 13,409 | 216,699.69 |
BBVAe | 25,274,975 | 644 | 0 | 25,275,619 | 1,793 | 1,409,683.16 |
EOANd | 24,657,108 | 16,827 | 0 | 24,673,935 | 40,931 | 60,281.78 |
RYAi | 20,842,605 | 635,604 | 0 | 21,478,209 | 680,210 | 3,157.59 |
EBSv | 20,916,449 | 61,344 | 0 | 20,977,794 | 4,926,662 | 425.80 |
ALFAs | 18,394,293 | 3,318 | 0 | 18,397,611 | 180,856 | 10,172.52 |
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.