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)
EXS1d 106,981,3209,354,6460116,335,96512,249,257 949.74
WDId 29,215,59469,213,134098,428,72846,940,305 209.69
SANp 56,476,5509,590,152066,066,70263,641,588 103.81
BBVAe 53,052,2434,274,422057,326,66638,905,686 147.35
SANe 48,985,8308,207,246057,193,07657,700,409 99.12
DGEl 38,827,93514,413,608053,241,54342,976,120 123.89
AZNl 35,116,98413,228,120048,345,10453,073,480 91.09
SIEd 33,552,75713,639,244047,192,00054,049,467 87.31
AIRp 28,130,17118,162,479046,292,65163,523,928 72.87
RIOl 29,747,38614,525,353044,272,73951,687,210 85.66
IFXd 23,689,30920,072,863043,762,17330,175,985 145.02
KBCb 42,095,7901,574,154043,669,94417,192,933 254.00
HMBs 36,790,1753,777,417040,567,59217,722,487 228.90
EXW1d 38,190,6962,098,201040,288,8977,097,834 567.62
SWMAs 36,431,8863,834,066040,265,95313,651,126 294.96
WRT1Vh 36,827,033619,402037,446,4357,312,744 512.07
ADSd 30,951,0006,043,137036,994,13742,234,813 87.59
KERp 25,459,50210,821,079036,280,58152,571,412 69.01
RRl 34,723,8271,490,678036,214,5058,973,563 403.57
FPp 25,385,7649,408,588034,794,35379,001,746 44.04
DAId 24,424,06410,176,16013634,600,36047,937,447 72.18
ABFl 33,666,702643,901034,310,6037,065,127 485.63
VODl 29,117,6444,893,496034,011,13921,409,645 158.86
DHERd 32,026,3311,678,709033,705,0394,122,354 817.62
ALVd 26,966,1486,216,8294,26133,187,23851,888,748 63.96

Data for 2019-02-11 to 2019-02-15 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.