CXE Maker Opportunity

SymbolMissed 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)
SHPl 44,342,51840,459,155084,801,673114,238,541 74.23
NOVNz 55,477,71312,579,893068,057,606109,997,467 61.87
FPp 38,900,40418,878,2491,05557,779,70799,737,563 57.93
REPe 50,485,6405,480,447055,966,08737,976,238 147.37
ADSd 29,051,37923,369,709052,421,08850,405,541 104.00
BAYNd 35,400,86615,863,508051,264,37469,680,004 73.57
CAPp 11,476,09439,693,428051,169,52121,869,625 233.98
GSKl 36,089,71414,920,936051,010,65067,877,963 75.15
BMWd 35,199,25114,522,280049,721,53263,210,937 78.66
BPl 30,880,50818,742,021049,622,52964,168,355 77.33
SANp 38,529,8886,340,9956444,870,94655,621,578 80.67
DAId 37,137,3607,689,65147044,827,48268,481,945 65.46
SIEd 39,282,6625,199,800044,482,46260,451,326 73.58
MCp 34,317,6679,858,367044,176,03357,064,617 77.41
BASd 33,498,55610,602,091044,100,64779,584,466 55.41
CONd 38,116,4815,842,200043,958,68127,241,498 161.37
EXS1d 36,199,3957,491,447043,690,8428,403,366 519.92
AIRp 35,572,4697,116,590042,689,05837,182,764 114.81
SRENz 39,960,5951,539,578041,500,17317,798,694 233.16
ROGz 35,571,9295,132,361040,704,29069,665,294 58.43
NESNz 31,671,6207,856,567039,528,18768,421,349 57.77
ALVd 29,053,75910,063,4834,46139,121,70362,594,074 62.50
FRAd 37,162,8721,005,586038,168,4596,032,249 632.74
SANe 27,755,7637,854,450035,610,21251,213,561 69.53
HSBAl 28,916,8186,399,988035,316,80542,267,236 83.56

Data for 2018-12-03 to 2018-12-07 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.