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)
AALl 345,455,99814,620,76123,868360,100,62724,142,034 1,491.59
GLENl 199,003,6718,182,88548,828207,235,38441,053,309 504.80
AMSe 123,295,2497,510,3580130,805,60753,994,073 242.26
GVCl 112,069,4874,932,1370117,001,6247,452,042 1,570.06
EXS1d 97,628,26816,546,0700114,174,3387,237,876 1,577.46
XDDXd 89,119,427505,031089,624,458111,563 80,335.29
BATSl 49,826,13030,893,27992380,720,33265,099,932 123.99
BAYNd 47,699,35128,414,001076,113,35390,014,081 84.56
DBXDd 67,093,2645,578,508072,671,7722,554,241 2,845.14
UPMh 67,584,7322,851,569070,436,30119,597,336 359.42
FPp 45,980,88514,089,8381,05460,071,77793,455,227 64.28
PHIAa 50,781,1798,972,454059,753,63341,780,299 143.02
BTl 17,892,19641,168,235059,060,43123,144,007 255.19
MCp 44,008,62614,888,060058,896,68673,078,384 80.59
NOVOBc 50,902,1525,560,304056,462,45537,982,056 148.66
SANe 46,551,3799,550,359056,101,73967,664,563 82.91
ASMLa 37,912,95517,511,780055,424,73591,105,956 60.84
BNPp 46,284,0697,980,482054,264,55248,534,929 111.81
SAPd 39,397,50114,018,98693753,417,42486,874,724 61.49
AIRp 34,303,19218,125,674052,428,86548,304,131 108.54
CAPp 45,294,1924,030,887049,325,08019,375,325 254.58
KERp 34,918,9429,943,670044,862,61354,101,257 82.92
REEe 42,317,4642,296,09910,34244,623,90614,413,026 309.61
SIEd 32,587,81911,803,595044,391,41474,005,586 59.98
ROGz 34,810,7049,508,114044,318,81871,967,209 61.58

Data for 2018-10-11 to 2018-10-17 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.