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)
SANe 39,904,4219,384,356049,288,77662,691,609 78.62
AIRp 22,473,39626,277,8511,21948,752,46649,906,775 97.69
DAId 27,828,63917,255,628045,084,26769,810,031 64.58
RIOl 22,776,54720,999,84232,45043,808,83845,672,007 95.92
UNAa 21,399,36019,322,190120,01040,841,56179,738,127 51.22
BAYNd 32,158,5793,655,707035,814,28638,100,700 94.00
ABEe 14,644,03521,105,284035,749,31946,617,187 76.69
BATSl 19,849,87215,779,1534,56735,633,59246,141,718 77.23
IBEe 32,337,4033,206,377035,543,77921,928,860 162.09
ASMLa 24,417,49310,410,769441,11035,269,37349,911,141 70.66
RBl 20,135,93512,853,910032,989,84547,210,223 69.88
REPe 30,090,6222,737,614032,828,23524,896,000 131.86
ATLm 9,135,70021,623,972030,759,67123,615,498 130.25
SHPl 19,710,67610,864,475137,69330,712,84435,272,448 87.07
GLENl 20,195,9908,304,514028,500,50337,582,165 75.84
MTa 17,052,73411,013,33371,42428,137,49138,695,985 72.71
AZNl 15,783,36011,655,98648,81927,488,16526,614,019 103.28
UCGm 19,342,2447,885,538027,227,78245,618,895 59.69
PUBp 17,222,1269,172,348026,394,47425,008,174 105.54
BNPp 20,886,5795,315,965026,202,54344,685,691 58.64
ULVRl 15,817,10110,181,64953,50526,052,25545,698,360 57.01
FREd 22,750,5493,293,134026,043,68320,515,597 126.95
SAPd 14,627,20410,636,906117,61125,381,72161,606,442 41.20
HSBAl 10,732,98713,827,7391,89924,562,62427,407,524 89.62
BBVAe 14,678,8529,192,1372,99223,873,98135,940,939 66.43

Data for 2017-10-16 to 2017-10-20 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.