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 65,855,947110,328,2750176,184,222102,832,935 171.33
BATSl 114,244,08140,179,5950154,423,67678,701,101 196.22
GLENl 29,115,01069,962,17130,02399,107,20449,000,509 202.26
1COVd 52,268,46545,593,108097,861,57425,232,341 387.84
RRl 81,502,7238,508,688090,011,41111,815,188 761.83
DLGl 81,582,1131,053,790082,635,9036,004,775 1,376.17
EXS1d 62,599,2917,675,450070,274,7424,267,907 1,646.59
ASMLa 44,425,30918,634,441063,059,75082,106,443 76.80
UCGm 51,399,5318,628,061060,027,59248,438,816 123.92
FPp 41,481,21110,340,30950851,822,02969,090,866 75.01
VWSc 16,544,95834,772,573051,317,53111,829,770 433.80
RBl 35,454,04515,863,120051,317,16555,453,827 92.54
BLTl 20,295,93829,165,41620,69349,482,04744,071,858 112.28
BAYNd 36,856,75411,210,636048,067,38957,557,153 83.51
BNPp 23,392,54922,569,916045,962,46541,672,130 110.30
SANp 26,996,72018,233,896045,230,61532,837,174 137.74
CSp 36,504,4188,676,41084245,181,67038,152,675 118.42
SGOp 42,905,2172,203,1976,62645,115,03914,985,265 301.06
RIOl 19,848,85821,461,67916,73341,327,27045,288,060 91.25
HEIAa 31,752,0619,180,8623,09540,936,01824,995,820 163.77
WPPl 16,641,79322,855,119039,496,91324,854,585 158.91
DBXDd 36,585,1512,261,919038,847,0701,410,599 2,753.94
SMINl 36,359,5641,836,443038,196,0089,244,865 413.16
BPl 22,980,13814,308,54013,93937,302,61742,470,319 87.83
VOW3d 27,831,5349,111,517036,943,05158,947,719 62.67

Data for 2018-04-16 to 2018-04-20 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.