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Cboe Global Markets

Taker Reports

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IndexNotional ImprovedAt or BetterBetterbps
IBEX 35 252,82578.49%66.06%14.92
ATX 161,16171.70%53.10%9.48
FTSE 250 377,08682.71%61.63%7.60
ISEQ 20 36,42372.28%60.97%6.99
AMX 1,47490.80%88.31%5.64
FTSE 100 793,67781.58%57.31%4.18
MDAX 43,58793.44%89.08%3.76
PSI20 4,91466.81%42.40%2.12
SMIM 2,09250.94%49.84%2.05
DAX 112,43368.94%61.64%1.64
OBX 11,60197.25%91.76%1.44
CAC Next20 3,93590.87%67.82%1.39
FTSE MIB 4,15577.48%73.54%1.06
EURO STOXX 50 -53,18761.20%53.85%-0.49
BEL20 -14,52271.99%66.92%-1.75
STOXX Europe 50 -176,00763.34%56.33%-2.11
CAC 40 -147,51646.70%39.18%-3.56
AEX -56,79941.69%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

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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)
TATEl332,293,949607,4860332,901,43418,293,748 1,819.76
ROGz245,034,83100245,034,8310 n/a
BARCl140,060,2425,053,24614,855145,128,3433,258,237 4,454.20
NESNz101,729,751559,2020102,288,9532,181 4,690,002.43
ALCz8,335,76987,079,386095,415,1551,849,630 5,158.61
MCp53,589,34424,170,1845,250,37883,009,90659,898,992 138.58
ZPALz59,630,288892,2078,540,37269,062,86724,494,611 281.95
BNPp66,617,986445,396518,18167,581,5638,677,862 778.78
AZNl35,618,77019,072,469655,58055,346,81816,616,196 333.09
RDSAl26,446,5660026,446,5660 n/a
BMWd11,542,26314,541,634285,18226,369,07881,831,641 32.22
VODl22,849,0722,190,1603,19425,042,4276,213,697 403.02
AALl14,555,216604,014158,23515,317,4662,671,157 573.44
UMIb14,034,3250014,034,3250 n/a
MUV2d12,267,30401,753,31314,020,61723,185,397 60.47
FPp13,892,71653,31634,94913,980,981250,812 5,574.29
KBCb9,213,256009,213,25612,098 76,155.20
BAYNd7,426,5221,069,697464,2388,960,4576,727,575 133.19
100GPz8,258,437008,258,4370 n/a
HSBAl7,105,53667107,106,2067,769 91,468.73
LYXIBe6,977,114006,977,1140 n/a
CONd5,092,82013,388822,3295,928,53714,574,888 40.68
CARLBc4,701,662994,938157,9555,854,5552,999,847 195.16
EVOs5,743,502005,743,5020 n/a
ABIb4,119,4891,154,020341,4305,614,9385,102,775 110.04

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.