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)
RDSBl22,186,465128,300,2970150,486,76120,532,281 732.93
FPp105,352,15718,332,1600123,684,31887,789,416 140.89
RIOl76,052,77120,640,306096,693,07852,565,109 183.95
DAId69,422,30012,022,0531,13781,445,49043,250,237 188.31
NOVNz68,857,5889,672,925078,530,51247,932,081 163.84
SAPd66,694,75610,776,836077,471,59281,224,797 95.38
EXS1d56,500,95710,797,643067,298,60010,733,556 626.99
ASMLa57,064,0155,971,053063,035,06743,931,640 143.48
SANe48,402,21713,669,330062,071,54766,384,508 93.50
SIEd50,039,1979,120,739059,159,93647,983,584 123.29
TEMNz51,851,2486,140,001057,991,2496,274,426 924.25
IFXd36,639,22917,916,902054,556,13060,907,683 89.57
AMSe48,719,8865,626,700054,346,58527,839,001 195.22
AIRp42,356,39210,923,185053,279,57751,925,994 102.61
ABBNz50,575,4741,601,995052,177,46816,187,997 322.32
ALOp18,264,05633,405,345051,669,40111,229,743 460.11
ABIb38,951,22711,958,510050,909,73840,110,007 126.93
NESNz37,396,18910,040,184047,436,37359,805,765 79.32
BNPp39,810,5876,101,630045,912,21740,731,814 112.72
BATSl35,578,7917,578,719043,157,51026,991,252 159.89
AZNl36,748,6496,164,439042,913,08928,943,064 148.27
BBVAe35,888,3165,814,828041,703,14442,511,418 98.10
MCp34,654,0066,681,306041,335,31247,469,593 87.08
SANp31,660,0459,611,700041,271,74551,808,119 79.66
ULVRl35,581,9025,406,440040,988,34226,665,018 153.72

Data for 2019-06-18 to 2019-06-24 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.