Taker Reports

Index	Notional Improved	At or Better	Better	bps
Cboe CHM 30	156,159	98.69%	81.87%	4.80
Cboe CH 20	296,486	99.26%	81.17%	2.01

Data for 2024-11-18 to 2024-11-22 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)
GALEz	4,788,772,171	183,998,839	4,972,771,009	223,154	2,228,403.26
MUV2d	575,950,333	273,612	576,223,945	16,440	3,505,011.83
VACNz	328,997,292	196,903	329,194,195	1,106,791	29,743.12
AZNl	305,853,925	14,758,792	320,612,717	14,511,819	2,209.32
TTEp	286,392,951	0	286,392,951	3,998	7,163,405.48
NOVOBc	248,176,052	1,386,865	249,562,917	79,060	315,662.68
NWGl	175,310,957	2,494,596	177,805,553	7,994,463	2,224.11
DGEl	168,686,980	1,870,635	170,557,615	6,124,558	2,784.82
TSCOl	162,165,459	1,463,081	163,628,540	5,208,888	3,141.33
ABBNz	153,490,853	1,360,742	154,851,595	2,976,391	5,202.66
UMGa	143,088,085	8,143	143,096,228	2,682	5,335,429.83
MCp	124,803,196	45,310	124,848,507	5,316	2,348,542.27
NOVNz	119,623,354	1,901,029	121,524,383	5,111,454	2,377.49
BAl	101,566,693	946,184	102,512,877	4,517,240	2,269.37
SIEd	101,762,209	508,943	102,271,152	115,398	88,624.72
FERe	99,178,160	2,517,455	101,695,615	3,312	3,070,519.78
SANp	97,305,889	16,125	97,322,014	13,862	702,077.72
MBGd	94,923,918	154,368	95,078,286	32,100	296,194.04
NESNz	89,348,810	4,604,841	93,953,651	15,613,028	601.76
EXPNl	92,945,295	855,530	93,800,825	2,917,093	3,215.56
MONCm	91,803,639	461,120	92,264,759	299,555	30,800.61
RRl	85,842,967	2,685,769	88,528,737	6,012,377	1,472.44
SGSNz	87,463,679	345,223	87,808,902	1,069,993	8,206.49
LONNz	78,204,230	2,455,380	80,659,610	3,767,798	2,140.76
RMSp	79,145,637	947,924	80,093,561	63,376	126,378.38

Data for 2024-11-18 to 2024-11-22 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.