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)
BATSl 46,014,77566,361,1190112,375,89457,687,297 194.80
AIRp 61,411,17045,606,8040107,017,97465,895,228 162.41
TITm 96,461,2901,127,9364,32097,593,54611,241,254 868.17
HSBAl 82,553,12812,089,5348,85094,651,51160,685,982 155.97
SKGl 82,871,891646,221083,518,1124,415,627 1,891.42
RBl 32,742,85638,845,914071,588,77055,863,510 128.15
IBEe 53,605,3208,891,9942,13662,499,45033,060,780 189.04
EXS1d 53,639,7814,773,073058,412,8543,646,078 1,602.07
FNTNd 6,396,49949,241,903055,638,4024,150,104 1,340.65
SAPd 42,841,52612,213,532055,055,05769,219,877 79.54
GLENl 30,075,70223,041,958053,117,66056,274,350 94.39
NOVOBc 28,904,25918,906,339047,810,59835,833,045 133.43
DBXDd 43,656,5301,910,620045,567,1492,454,605 1,856.39
VIVp 23,583,91519,329,507042,913,42127,841,391 154.14
VOW3d 22,211,68917,909,1413,23340,124,06349,512,280 81.04
BBVAe 25,553,34214,510,195040,063,53828,227,335 141.93
AALl 31,645,1916,958,632038,603,82344,799,848 86.17
BLTl 25,021,46113,465,326038,486,78743,020,731 89.46
DAId 25,703,02611,796,132037,499,15872,196,258 51.94
SANe 29,392,7467,572,557036,965,30349,069,158 75.33
UCGm 26,703,5869,955,085036,658,67150,523,661 72.56
RIOl 26,094,89510,482,270036,577,16546,260,028 79.07
BMWd 20,026,47516,526,54395436,553,97245,138,743 80.98
LLOYl 24,633,75010,784,5823,16635,421,49834,192,495 103.59
ISPm 23,828,76210,159,7425,43633,993,94040,095,005 84.78

Data for 2018-02-19 to 2018-02-23 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.