Taker Reports

Index	Notional Improved	At or Better	Better	bps
Cboe CHM 30	109,859	98.62%	78.63%	4.32
Cboe CH 20	235,960	99.15%	79.69%	1.95

Data for 2024-10-03 to 2024-10-09 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)
OXIGl	400,961,870	15,377	0	400,977,248	77,828	515,209.50
BPl	382,291,956	11,356,357	166	393,648,479	15,092,300	2,608.27
RACEm	365,909,014	0	0	365,909,014	1,824	20,060,801.21
SHELl	209,032,831	2,868,417	0	211,901,248	14,515,497	1,459.83
ENGIp	190,936,388	0	0	190,936,388	23,359	817,399.67
BNPp	165,087,397	0	0	165,087,397	10,193	1,619,615.39
RWEd	164,959,703	5,549	0	164,965,252	14,647	1,126,273.31
NOVNz	137,169,667	5,390,185	0	142,559,852	6,608,769	2,157.13
EVOs	141,622,242	850	0	141,623,092	13,082	1,082,579.82
SIEd	136,958,136	0	0	136,958,136	14,965	915,189.68
DSFIRa	136,307,638	161,571	0	136,469,209	17,396	784,486.14
ASMLa	125,325,345	155,800	0	125,481,145	13,670	917,930.83
BAl	122,640,936	2,565,907	0	125,206,844	3,845,102	3,256.27
HSBKl	116,510,148	13,569	0	116,523,717	94,318	123,543.46
SOONz	104,905,832	662,456	0	105,568,289	2,811,827	3,754.44
HOLNz	103,369,620	1,208,342	0	104,577,963	2,956,569	3,537.14
SMWHl	102,709,553	66,815	0	102,776,368	212,795	48,298.30
TEFe	102,523,765	297	0	102,524,063	78,334	130,880.67
AZNl	94,860,587	4,313,567	956	99,175,110	9,224,648	1,075.11
UCGm	95,120,139	874	0	95,121,013	23,670	401,863.17
GLENl	91,778,838	2,969,915	0	94,748,753	6,334,917	1,495.66
ULVRl	75,525,813	14,925,081	0	90,450,894	21,452,445	421.63
GEBNz	88,608,269	1,705,268	0	90,313,538	1,432,939	6,302.68
AIRp	86,750,270	0	0	86,750,270	23,797	364,542.88
HSBAl	76,053,272	6,947,861	0	83,001,132	13,563,534	611.94

Data for 2024-10-03 to 2024-10-09 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.