Taker Reports
| Index | Notional Improved | At or Better | Better | bps |
|---|---|---|---|---|
| IBEX 35 | 252,825 | 78.49% | 66.06% | 14.92 |
| ATX | 161,161 | 71.70% | 53.10% | 9.48 |
| FTSE 250 | 377,086 | 82.71% | 61.63% | 7.60 |
| ISEQ 20 | 36,423 | 72.28% | 60.97% | 6.99 |
| AMX | 1,474 | 90.80% | 88.31% | 5.64 |
| FTSE 100 | 793,677 | 81.58% | 57.31% | 4.18 |
| MDAX | 43,587 | 93.44% | 89.08% | 3.76 |
| PSI20 | 4,914 | 66.81% | 42.40% | 2.12 |
| SMIM | 2,092 | 50.94% | 49.84% | 2.05 |
| DAX | 112,433 | 68.94% | 61.64% | 1.64 |
| OBX | 11,601 | 97.25% | 91.76% | 1.44 |
| CAC Next20 | 3,935 | 90.87% | 67.82% | 1.39 |
| FTSE MIB | 4,155 | 77.48% | 73.54% | 1.06 |
| EURO STOXX 50 | -53,187 | 61.20% | 53.85% | -0.49 |
| BEL20 | -14,522 | 71.99% | 66.92% | -1.75 |
| STOXX Europe 50 | -176,007 | 63.34% | 56.33% | -2.11 |
| CAC 40 | -147,516 | 46.70% | 39.18% | -3.56 |
| AEX | -56,799 | 41.69% | 34.23% | -5.57 |
Data for 2021-04-12 to 2021-04-16 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) |
|---|---|---|---|---|---|---|
| TATEl | 332,293,949 | 607,486 | 0 | 332,901,434 | 18,293,748 | 1,819.76 |
| ROGz | 245,034,831 | 0 | 0 | 245,034,831 | 0 | n/a |
| BARCl | 140,060,242 | 5,053,246 | 14,855 | 145,128,343 | 3,258,237 | 4,454.20 |
| NESNz | 101,729,751 | 559,202 | 0 | 102,288,953 | 2,181 | 4,690,002.43 |
| ALCz | 8,335,769 | 87,079,386 | 0 | 95,415,155 | 1,849,630 | 5,158.61 |
| MCp | 53,589,344 | 24,170,184 | 5,250,378 | 83,009,906 | 59,898,992 | 138.58 |
| ZPALz | 59,630,288 | 892,207 | 8,540,372 | 69,062,867 | 24,494,611 | 281.95 |
| BNPp | 66,617,986 | 445,396 | 518,181 | 67,581,563 | 8,677,862 | 778.78 |
| AZNl | 35,618,770 | 19,072,469 | 655,580 | 55,346,818 | 16,616,196 | 333.09 |
| RDSAl | 26,446,566 | 0 | 0 | 26,446,566 | 0 | n/a |
| BMWd | 11,542,263 | 14,541,634 | 285,182 | 26,369,078 | 81,831,641 | 32.22 |
| VODl | 22,849,072 | 2,190,160 | 3,194 | 25,042,427 | 6,213,697 | 403.02 |
| AALl | 14,555,216 | 604,014 | 158,235 | 15,317,466 | 2,671,157 | 573.44 |
| UMIb | 14,034,325 | 0 | 0 | 14,034,325 | 0 | n/a |
| MUV2d | 12,267,304 | 0 | 1,753,313 | 14,020,617 | 23,185,397 | 60.47 |
| FPp | 13,892,716 | 53,316 | 34,949 | 13,980,981 | 250,812 | 5,574.29 |
| KBCb | 9,213,256 | 0 | 0 | 9,213,256 | 12,098 | 76,155.20 |
| BAYNd | 7,426,522 | 1,069,697 | 464,238 | 8,960,457 | 6,727,575 | 133.19 |
| 100GPz | 8,258,437 | 0 | 0 | 8,258,437 | 0 | n/a |
| HSBAl | 7,105,536 | 671 | 0 | 7,106,206 | 7,769 | 91,468.73 |
| LYXIBe | 6,977,114 | 0 | 0 | 6,977,114 | 0 | n/a |
| CONd | 5,092,820 | 13,388 | 822,329 | 5,928,537 | 14,574,888 | 40.68 |
| CARLBc | 4,701,662 | 994,938 | 157,955 | 5,854,555 | 2,999,847 | 195.16 |
| EVOs | 5,743,502 | 0 | 0 | 5,743,502 | 0 | n/a |
| ABIb | 4,119,489 | 1,154,020 | 341,430 | 5,614,938 | 5,102,775 | 110.04 |
Data for 2021-04-12 to 2021-04-16 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.