Taker Reports

Index	Notional Improved	At or Better	Better	bps
Cboe CHM 30	131,918	98.86%	80.72%	4.58
Cboe CH 20	272,843	99.25%	81.15%	1.94

Data for 2024-11-22 to 2024-11-28 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)	Notional Opportunity (Avg EUR / day)	Cboe ADN (EUR)	Liquidity Opportunity (% of ADN)
GFz	3,008,073,122	198,998	3,008,272,119	423,134	710,950.22
GALEz	432,341,393	183,988,502	616,329,895	122,063	504,927.70
MUV2d	402,862,111	95,001	402,957,112	59,276	679,798.08
RIOl	205,776,552	770,528	206,547,080	5,589,028	3,695.58
ASMLa	195,402,691	13,554	195,416,245	92,018	212,367.41
ORp	194,189,250	230,439	194,419,688	16,411	1,184,691.29
BAYNd	181,442,438	686,222	182,128,660	60,447	301,303.06
DGEl	166,894,030	4,931,324	171,825,354	6,059,282	2,835.74
SANe	169,194,664	371,817	169,566,481	1,274	13,309,770.88
AZNl	150,676,287	7,288,164	157,964,450	11,670,512	1,353.53
BAl	144,749,189	8,689,154	153,438,343	5,735,337	2,675.32
NESNz	131,829,086	12,845,093	144,674,179	12,369,188	1,169.63
SGSNz	139,646,422	231,006	139,877,428	1,020,633	13,704.97
ULVRl	116,869,319	8,916,324	125,785,643	11,186,077	1,124.48
SMSNl	116,852,148	406,919	117,259,067	4,585,304	2,557.28
ABBNz	111,102,769	4,213,324	115,316,094	3,503,012	3,291.91
TTEp	113,953,826	152,143	114,105,969	4,167	2,738,324.19
BAMIm	110,454,846	1,876	110,456,722	264,737	41,723.19
ADYENa	109,545,166	19,718	109,564,884	2,446	4,479,349.30
UBSGz	104,439,535	3,243,447	107,682,981	6,542,383	1,645.93
DPLMl	106,382,529	155,492	106,538,021	1,035,781	10,285.77
SIKAz	89,834,509	6,662,881	96,497,391	3,205,003	3,010.84
ENRd	95,462,714	15,521	95,478,235	43,835	217,812.79
RKTl	91,961,193	667,876	92,629,069	3,340,639	2,772.79
BMWd	86,473,311	993,391	87,466,701	33,585	260,433.83

Data for 2024-11-22 to 2024-11-28 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.