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)
ASMLa488,522,47610,580,6150499,103,09155,324,006 902.15
NOKIAh166,032,3815,002,26215,998171,050,64126,467,856 646.26
BPl104,751,8692,348,9090107,100,77914,558,498 735.66
ABIb78,614,0595,008,641083,622,70021,659,607 386.08
SAPd67,754,21114,919,632082,673,84362,715,678 131.82
MCp71,071,5752,958,996074,030,57126,446,756 279.92
TITm56,097,598161,083056,258,6811,099,177 5,118.25
DGp50,747,4114,101,614054,849,02523,093,014 237.51
BAYNd43,548,90711,024,258054,573,16543,276,344 126.10
SANDs49,386,6313,697,8839,72953,094,24310,194,510 520.81
DGEl48,155,6914,795,143052,950,83417,628,224 300.38
EXS1d48,687,6182,754,222051,441,8412,080,171 2,472.96
RDSBl49,028,7392,299,281051,328,0197,846,836 654.12
BASd42,265,4943,597,237045,862,73225,501,905 179.84
IFXd39,263,5685,785,299045,048,86836,000,066 125.14
LINd30,591,80611,251,306041,843,11149,559,921 84.43
ASSABs38,752,2282,447,2711,61941,201,11811,732,422 351.17
IBEe36,377,3814,682,927041,060,30840,012,467 102.62
ADSd31,881,3558,859,374040,740,72930,661,200 132.87
ALVd31,589,0098,726,761040,315,77027,697,378 145.56
SAFp33,906,5832,296,398036,202,98112,990,762 278.68
PHIAa33,567,9222,079,069035,646,99117,030,632 209.31
NGl30,764,2024,830,793035,594,99522,651,514 157.14
ATCOAs32,896,0231,109,967034,005,99011,880,567 286.23
DNBo31,283,3121,973,60113,50033,270,41310,488,822 317.20

Data for 2020-07-07 to 2020-07-13 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.