Taker Reports

Index	Notional Improved	At or Better	Better	bps
ISEQ 20	461	99.89%	99.85%	5.92
AMX	1,931	99.10%	97.80%	4.90
ATX	568	100.00%	97.85%	4.73
MDAX	3,877	99.69%	97.10%	3.94
OBX	349	99.99%	92.22%	3.20
FTSE 250	148,303	94.37%	47.48%	3.01
PSI20	153	100.00%	97.34%	3.01
CAC Next20	1,727	100.00%	99.20%	2.69
IBEX 35	3,057	99.99%	99.05%	2.66
FTSE MIB	1,544	96.60%	86.01%	2.57
BEL20	1,515	99.41%	97.06%	2.39
DAX	6,703	99.91%	98.56%	2.10
AEX	5,716	99.19%	91.90%	1.62
CAC 40	6,672	99.83%	97.15%	1.58
EURO STOXX 50	8,094	99.89%	94.12%	1.53
SMIM	4,661	78.83%	29.84%	1.23
FTSE 100	218,104	93.09%	40.98%	0.76
STOXX Europe 50	90,729	94.24%	35.96%	0.47

Data for 2021-05-03 to 2021-05-07 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)
RDSAa	621,831,714	882,467	622,714,181	2,274,150	27,382.28
VOW3d	215,193,085	18,589	215,211,674	294,281	73,131.35
HEXABs	152,218,817	1,165	152,219,982	19,441	782,984.32
RWEd	109,768,928	23,091	109,792,019	254,649	43,115.04
VNAd	106,238,953	0	106,238,953	90,846	116,944.01
SGROl	96,240,254	692,188	96,932,441	3,919,864	2,472.85
ULVRl	79,320,637	13,634,615	92,955,252	32,986,708	281.80
BPl	80,275,510	6,407,763	86,683,273	28,432,567	304.87
ORp	79,409,522	19,870	79,429,392	123,180	64,482.38
BARCl	65,552,345	5,469,514	71,021,858	27,034,903	262.70
PRUl	56,500,104	2,143,535	58,643,639	12,814,565	457.63
DPWd	58,592,495	4,508	58,597,002	269,817	21,717.31
BNZLl	54,830,841	360,120	55,190,960	2,883,066	1,914.31
IFXd	51,876,439	30,637	51,907,076	614,876	8,441.88
RDSBl	43,322,679	6,750,000	50,072,678	27,294,790	183.45
SANe	48,266,556	43	48,266,599	126,074	38,284.34
AZNl	25,459,300	19,958,476	45,417,776	39,408,115	115.25
FLTRi	44,291,247	0	44,291,247	0	n/a
AIp	43,770,203	10,738	43,780,942	82,120	53,313.37
CFRz	40,690,458	1,567,054	42,257,513	12,030,634	351.25
LOGNz	37,594,177	2,527,096	40,121,273	15,112,548	265.48
ADENz	35,922,494	851,229	36,773,723	6,707,184	548.27
CSGNz	30,326,132	5,631,016	35,957,148	23,930,346	150.26
JMATl	32,606,960	413,116	33,020,076	2,489,672	1,326.28
AALl	27,084,729	3,712,979	30,797,709	22,334,117	137.90

Data for 2021-05-03 to 2021-05-07 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.