Taker Reports

Index	Notional Improved	At or Better	Better	bps

Data for 2024-05-06 to 2024-05-10 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)
BBVAe	308,224,986	31,154,479	339,379,465	55,685,351	609.46
DSYp	336,011,576	2,010,476	338,022,052	12,543,650	2,694.77
ASMLa	242,003,537	18,113,873	260,117,409	95,411,873	272.63
STLAMm	186,175,548	3,614,839	189,790,387	41,175,698	460.93
EVOs	176,118,910	1,065,206	177,184,116	9,289,320	1,907.40
SANe	168,558,096	3,847,786	172,405,882	34,165,697	504.62
SUp	155,176,663	10,166,003	165,342,666	60,369,002	273.89
SAPd	132,036,621	8,756,838	140,793,459	62,173,714	226.45
MCp	101,625,325	7,074,297	108,699,622	55,546,917	195.69
INGAa	90,102,446	17,326,936	107,429,383	81,345,779	132.07
BNPp	95,608,693	9,147,226	104,755,919	35,802,324	292.60
SIEd	93,314,479	9,835,566	103,150,045	66,710,182	154.62
CLNXe	94,408,792	1,918,280	96,327,072	9,412,216	1,023.43
IFXd	82,281,073	12,302,826	94,583,899	99,699,241	94.87
SANp	85,058,553	5,159,357	90,217,910	41,287,118	218.51
NOVOBc	70,456,977	11,544,509	82,001,486	85,345,411	96.08
ENELm	68,328,928	8,135,315	76,464,244	40,465,933	188.96
ORp	67,030,145	6,702,578	73,732,723	36,844,171	200.12
SABe	59,484,814	14,069,756	73,554,570	37,799,441	194.59
ITXe	67,215,041	3,679,068	70,894,109	23,601,829	300.38
LRp	64,269,098	3,675,831	67,944,930	20,669,321	328.72
BNp	66,496,650	1,442,426	67,939,075	15,634,878	434.54
MBGd	58,974,115	8,855,411	67,829,526	63,552,096	106.73
SAFp	62,697,537	3,358,196	66,055,732	25,849,583	255.54
MUV2d	60,089,793	5,636,290	65,726,083	32,426,776	202.69

Data for 2024-05-06 to 2024-05-10 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.