Taker Reports

Index	Notional Improved	At or Better	Better	bps
Cboe CHM 30	94,325	94.89%	36.83%	1.59
Cboe CH 20	268,211	95.30%	34.53%	0.78

Data for 2023-01-30 to 2023-02-03 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)
CPGl	621,437,202	13,481,892	634,919,094	14,772,940	4,297.85
SAPd	376,217,459	15,195	376,232,654	475,743	79,083.17
DGEl	309,727,179	13,105,065	322,832,243	61,829,615	522.13
MBGd	250,317,715	495,078	250,812,793	874,536	28,679.53
MCp	206,657,301	163,778	206,821,079	646,222	32,004.65
ROGz	170,991,675	31,104,785	202,096,461	124,224,631	162.69
ORp	179,427,865	2,910	179,430,775	166,612	107,693.79
PRXa	173,424,291	21,430	173,445,720	121,847	142,347.14
AZNl	141,695,735	9,602,338	151,298,072	72,858,661	207.66
NOVNz	130,029,290	10,767,954	140,797,244	108,887,157	129.31
ASMLa	137,163,998	10,083	137,174,082	420,805	32,598.02
NOVOBc	132,753,802	129,646	132,883,448	537,172	24,737.60
AALl	109,894,636	16,348,995	126,243,631	47,022,089	268.48
IFXd	123,211,171	64,585	123,275,757	468,541	26,310.56
GLENl	98,041,438	13,001,810	111,043,248	53,703,751	206.77
BATSl	97,560,986	7,049,345	104,610,331	30,992,983	337.53
LIGHTa	99,814,514	0	99,814,514	2,502	3,989,389.05
RIOl	87,899,237	7,783,448	95,682,685	61,047,175	156.74
BMWd	95,563,640	9,098	95,572,738	130,760	73,090.19
AVl	94,564,977	638,704	95,203,682	8,085,544	1,177.46
SIKAz	88,006,737	3,373,820	91,380,557	24,753,081	369.17
AIRp	90,018,069	799,792	90,817,861	604,928	15,013.00
NZYMBc	90,619,521	38	90,619,559	92,628	97,831.71
SK3i	90,036,802	0	90,036,802	45,662	197,181.03
BPl	80,301,986	9,640,647	89,942,633	71,984,304	124.95

Data for 2023-01-30 to 2023-02-03 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.