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)
TITm127,266,029214,9433,993127,484,9653,688,165 3,456.60
DAId53,546,85217,699,101071,245,95489,859,353 79.29
UPMh48,869,42211,164,485060,033,9066,947,628 864.09
SGROl43,811,080201,831044,012,9112,034,698 2,163.12
EXS1d31,905,8275,536,265037,442,0926,628,279 564.88
SIEd23,670,0284,372,360028,042,38836,955,942 75.88
SBERl25,707,1281,931,471027,638,5995,847,568 472.65
SAPd21,822,3295,020,232026,842,56146,840,853 57.31
RWEd22,775,5143,928,668026,704,18129,842,193 89.48
GRFPe24,732,492764,67137725,497,540995,175 2,562.12
MTa24,304,820975,947025,280,76712,280,295 205.86
VOW3d15,870,2479,288,836025,159,08435,365,819 71.14
ADSd18,873,5925,732,479024,606,07126,859,839 91.61
AIRp16,211,1138,210,084024,421,19720,956,122 116.53
DBXDd21,309,0382,840,699024,149,7372,302,941 1,048.65
IBEe11,539,64212,540,546024,080,18825,825,765 93.24
VODl16,958,6375,843,798022,802,43522,248,202 102.49
FPp18,937,4863,660,615022,598,10036,001,016 62.77
VCTl21,413,36129,990021,443,351655,355 3,272.02
BASd16,905,9944,511,602021,417,59624,739,056 86.57
NESTEh19,272,0661,275,9032,01920,549,98911,117,360 184.85
DTEd14,393,5845,695,085020,088,66827,875,630 72.07
MCp14,499,1645,371,311019,870,47530,898,366 64.31
ASMLa16,940,8522,773,008019,713,86034,955,689 56.40
SANp16,087,0053,088,000019,175,00633,127,563 57.88

Data for 2019-11-14 to 2019-11-20 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.