Taker Reports

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Index	Notional Improved	At or Better	Better	bps
Cboe CH 20	170,912	82.13%	76.53%	7.07
Cboe CHM 30	64,644	75.32%	57.46%	4.12

Data for 2024-09-12 to 2024-09-18 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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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)
JPGLz	74,211,913,863	289,704,343	0	74,501,618,206	1,766,917	4,216,475.26
ALLNz	69,990,460,129	216,323,973	0	70,206,784,102	8,449,508	830,897.89
2B70d	28,605,664,465	144,447	20,354	28,605,829,266	501,053	5,709,142.40
ENIm	27,602,300,225	109,474,359	0	27,711,774,584	179,592	15,430,405.91
EFIp	26,772,612,034	566	0	26,772,612,600	993	2,696,134,199.40
FNTNd	23,979,580,679	142,811,041	0	24,122,391,720	77,121	31,278,629.32
EVTd	23,355,728,765	8,239,877	0	23,363,968,642	83,210	28,078,318.28
KTCGv	22,900,377,839	86,798,657	0	22,987,176,496	524,628	4,381,614.50
TFFp	22,173,446,191	386,531,726	0	22,559,977,917	130,836	17,242,943.77
PHARMa	21,953,929,450	210,193,100	0	22,164,122,550	10,209	217,103,756.98
PROXb	21,345,426,662	108,630,458	0	21,454,057,120	90,031	23,829,633.26
IR5Bi	21,082,559,171	118,593,764	0	21,201,152,935	40,904	51,831,490.65
PHRu	20,649,270,249	31,793,716	0	20,681,063,965	283	7,307,796,454.06
TOKMAh	19,611,811,131	6,600	0	19,611,817,732	50,772	38,627,231.02
SLRe	19,522,543,471	44,848,978	0	19,567,392,449	155,883	12,552,614.75
ROBITh	19,280,989,211	5,407	0	19,280,994,619	18,681	103,211,790.69
AGATc	3,311,096,848	6,831,837	0	3,317,928,684	1,317	251,930,803.64
ATCOBs	2,343,131,184	2,755,768	0	2,345,886,951	159,497	1,470,803.18
YARo	1,568,506,761	13,867,206	0	1,582,373,967	385,913	410,033.86
INPPl	1,155,509,744	7,098,938	0	1,162,608,682	44,283	2,625,406.32
NETWl	1,105,253,653	7,536,752	0	1,112,790,405	694,179	160,303.09
AJBl	1,079,134,383	5,942,235	0	1,085,076,618	360,368	301,102.38
VODl	538,790,592	4,682,289	2,391	543,475,273	2,310,893	23,517.98
PCTl	285,745,656	4,588,610	0	290,334,265	8,915,657	3,256.45
IAGl	274,583,643	2,038,296	6,333	276,628,272	217,413	127,236.31

Data for 2024-09-12 to 2024-09-18 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.