Taker Reports

Index	Notional Improved	At or Better	Better	bps
Cboe CHM 30	98,138	98.11%	77.02%	4.86
Cboe CH 20	158,609	98.51%	72.84%	1.80

Data for 2024-05-27 to 2024-05-31 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)
AMSz	105,965,543,867	29,350	0	105,965,573,217	124,984	84,783,310.84
LEGd	3,299,120,951	0	0	3,299,120,951	20,660	15,968,639.65
NESNz	2,246,381,147	4,928,065	0	2,251,309,212	16,246,758	13,856.98
ABBNz	436,899,512	1,528,953	0	438,428,465	6,669,155	6,573.97
RACEm	389,346,117	227	0	389,346,345	25,464	1,529,007.01
PRUl	310,150,674	2,815,806	0	312,966,480	2,135,035	14,658.61
SIEd	271,998,379	2,955	0	272,001,335	42,895	634,109.65
DHLd	213,503,120	36,374	0	213,539,494	160,676	132,900.68
NGl	148,562,401	8,690,116	0	157,252,518	23,266,129	675.89
SAFp	155,816,618	2,097	0	155,818,715	159,257	97,841.05
AMSe	141,131,366	8,767	0	141,140,133	83,278	169,480.69
FLTRl	105,304,203	33,134,489	0	138,438,691	23,091,394	599.53
CLNXe	125,123,230	3,064	0	125,126,293	27,593	453,471.14
BNRd	123,845,845	0	0	123,845,845	1,480	8,367,962.50
AZNl	101,147,883	4,367,596	0	105,515,479	10,327,985	1,021.65
NWGl	97,825,793	4,150,347	0	101,976,139	9,508,627	1,072.46
SANp	90,208,049	0	0	90,208,049	95,821	94,142.25
HSBAl	87,297,435	2,060,269	6,793	89,364,496	9,403,243	950.36
RIOl	83,895,461	5,014,862	0	88,910,323	11,616,052	765.41
SANe	87,211,591	0	0	87,211,591	37,617	231,840.90
BTl	86,724,115	396,064	0	87,120,180	2,854,704	3,051.81
GRGl	83,299,366	3,720,962	0	87,020,328	658,372	13,217.50
NOVNz	84,677,547	1,113,377	0	85,790,924	4,913,199	1,746.13
AALl	79,088,048	3,996,345	0	83,084,393	12,764,847	650.88
CFRz	82,587,410	403,498	671	82,991,578	3,200,064	2,593.43

Data for 2024-05-27 to 2024-05-31 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.