Taker Reports

Index	Notional Improved	At or Better	Better	bps
ATX	130	100.00%	96.07%	4.78
ISEQ 20	444	100.00%	99.98%	3.39
AMX	759	99.75%	90.32%	3.39
PSI20	108	100.00%	83.13%	3.38
MDAX	3,356	99.60%	97.35%	2.95
OBX	441	99.49%	97.93%	2.83
BEL20	558	98.91%	89.03%	2.60
FTSE 250	142,388	93.31%	46.60%	2.60
IBEX 35	5,767	100.00%	99.03%	2.42
CAC Next20	882	99.99%	95.26%	2.27
DAX	6,461	99.97%	99.17%	1.78
FTSE MIB	730	98.54%	93.87%	1.74
AEX	3,879	99.52%	97.00%	1.52
EURO STOXX 50	9,816	99.90%	98.01%	1.45
CAC 40	6,457	99.86%	97.43%	1.42
FTSE 100	238,328	92.14%	39.95%	0.71
STOXX Europe 50	117,081	92.90%	38.75%	0.54
SMIM	1,010	78.36%	28.33%	0.51

Data for 2021-04-14 to 2021-04-20 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)
UMIb	145,559,597	0	145,559,597	284	51,253,379.23
DTEd	142,759,643	22,174	142,781,818	172,990	82,537.61
DGEl	108,164,501	8,666,001	116,830,501	15,452,688	756.05
ULVRl	90,519,929	16,867,702	107,387,631	40,519,910	265.02
SNl	28,976,817	64,873,155	93,849,972	6,800,915	1,379.96
PAH3d	91,081,468	1,536	91,083,004	162,219	56,148.17
BPl	82,605,576	4,563,620	87,169,196	23,287,714	374.31
SUp	75,246,972	3,776	75,250,748	283,261	26,565.87
RDSBl	67,313,112	7,766,504	75,079,616	13,332,048	563.15
AZNl	44,699,050	17,748,040	62,447,090	47,458,627	131.58
NGl	46,544,171	5,742,282	52,286,453	8,013,100	652.51
LRp	52,059,807	0	52,059,807	194,008	26,833.85
ORp	50,916,079	112,307	51,028,386	217,020	23,513.22
BATSl	39,834,622	9,159,307	48,993,929	28,833,266	169.92
GSKl	28,535,589	19,833,584	48,369,172	34,650,556	139.59
TKAd	43,732,885	199	43,733,085	66,738	65,529.51
PHIAa	41,558,354	8,422	41,566,776	94,544	43,965.54
CLNXe	38,230,849	5,577	38,236,426	476,344	8,027.06
BHPl	32,955,210	4,305,284	37,260,494	18,837,670	197.80
UNAa	36,841,838	1,260	36,843,098	145,731	25,281.58
URWa	33,832,706	901	33,833,607	136,951	24,704.90
EXS1d	30,509,485	2,865,983	33,375,468	1,988,744	1,678.22
AALl	30,760,693	2,394,818	33,155,511	15,582,104	212.78
ADSd	32,778,351	13,206	32,791,557	196,682	16,672.37
RIOl	23,699,174	7,181,560	30,880,735	29,662,006	104.11

Data for 2021-04-14 to 2021-04-20 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.