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Cboe Global Markets

Taker Reports

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IndexNotional ImprovedAt or BetterBetterbps
AMX 1,68056.39%55.04%26.09
ATX 219,05871.92%55.80%13.20
IBEX 35 201,65273.73%62.17%11.46
ISEQ 20 56,49271.16%60.56%9.92
FTSE 250 1,190,97881.48%59.27%6.62
PSI20 11,57968.53%46.12%4.98
Cboe CH 20 79,45181.12%70.30%4.95
SMIM 2,69255.00%52.36%4.25
Cboe CHM 30 2,69255.00%52.36%4.25
DAX 144,11467.95%61.49%1.92
OBX 15,31798.30%94.32%1.83
CAC Next20 4,21288.92%68.88%1.75
FTSE 100 62,34990.25%87.24%1.29
EURO STOXX 50 -25,33859.61%52.88%-0.19
STOXX Europe 50 -69,52666.10%59.71%-0.56
BEL20 -12,36069.42%63.31%-1.38
CAC 40 -187,14647.65%40.60%-3.03
MDAX -27,13091.73%86.22%-3.11
AEX -92,47048.16%40.79%-5.74
FTSE MIB -92,59171.64%68.22%-22.13

Data for 2021-07-21 to 2021-07-27 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)
NESNz1,766,993,2781,153,0731,1831,768,147,5351,801,046 98,173.37
BARCl490,822,98318,882,4158,409509,713,8079,507,940 5,360.93
ZURNz312,579,10600312,579,1060 n/a
MCp52,272,09013,110,0708,584,63773,966,79694,798,055 78.03
ZPALz57,500,601012,537,44670,038,04853,674,562 130.49
AZNl53,194,5221,198,199135,45454,528,17512,816,722 425.45
UCGm29,453,0090029,453,0097,888 373,390.07
NOKIAh26,247,9980026,247,9980 n/a
BMWd15,608,1908,954,627387,49024,950,30783,208,049 29.99
VODl16,966,3681,720,6652,63218,689,6645,746,876 325.21
ROGz15,965,50118,990015,984,4922,193,040 728.87
MUV2d8,548,1124,509,8881,986,45115,044,45127,784,836 54.15
HSBAl13,920,9991,085,067015,006,0673,239,937 463.16
GSKl12,505,0961,965,02318,03714,488,155976,587 1,483.55
RIOl12,261,0791,745,13596,84414,103,05810,600,552 133.04
BNPp11,579,30254,266701,56512,335,13310,256,183 120.27
DSMa10,965,79926,141940,42211,932,36214,099,414 84.63
MKSl9,098,8911,354,758010,453,64913,563,682 77.07
CONd6,177,7282,377,3321,162,4179,717,47717,014,888 57.11
AVl3,958,0814,945,29808,903,379572,763 1,554.46
ABIb6,955,3941,163,047459,5648,578,0067,154,121 119.90
LCPEl6,723,8540355,0317,078,8854,963,870 142.61
UBSGz6,818,381006,818,3810 n/a
DSVc1,947,9664,033,284425,2416,406,4915,429,952 117.98
BAYNd5,773,1623,034504,7546,280,9507,787,301 80.66

Data for 2021-07-21 to 2021-07-27 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.