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)
ERFp 145,193,8862,173,2700147,367,1574,941,677 2,982.13
EXS1d 120,357,75023,669,8860144,027,63615,305,544 941.02
DBXDd 82,509,78911,997,583094,507,3734,531,591 2,085.52
FPp 69,568,10017,550,1361,68587,119,921119,308,792 73.02
TEFe 75,239,38611,765,7543,62387,008,76321,753,894 399.97
DAId 46,324,75418,371,936064,696,69092,494,639 69.95
SIEd 45,457,54511,122,661056,580,20665,748,447 86.06
PRUl 12,989,50142,729,190055,718,69117,857,587 312.02
SAPd 42,961,53311,951,925054,913,45877,246,096 71.09
SANe 41,643,44012,726,919054,370,35975,525,130 71.99
RBl 42,646,28410,154,695052,800,98028,388,122 186.00
VOW3d 33,164,80119,057,6836,44852,228,93264,612,189 80.83
XDDXd 48,208,1481,217,138049,425,287126,471 39,080.33
EL4Ad 47,681,5491,010,931048,692,480466,592 10,435.77
BAYNd 33,648,94411,668,754045,317,69877,107,302 58.77
ROGz 36,384,3288,351,144044,735,47175,289,430 59.42
BPl 22,211,02921,975,95024,99244,211,97140,551,126 109.03
DEL2d 43,808,0460043,808,04623,891 183,366.31
BMWd 24,639,88718,720,8243,67043,364,38161,124,044 70.94
AENAe 36,900,7414,482,622041,383,36319,537,002 211.82
GLENl 22,264,85417,777,299040,042,15355,595,412 72.02
SANp 31,507,7228,367,513039,875,23548,546,260 82.14
AMSe 30,962,6095,470,549036,433,15735,858,631 101.60
ASMLa 27,389,5458,864,033036,253,57854,509,453 66.51
RDSAa 24,766,02011,474,586036,240,60661,305,392 59.11

Data for 2018-06-18 to 2018-06-22 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.