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)
KERp 89,664,94455,579,8710145,244,81634,579,552 420.03
BAYNd 86,297,77357,231,8803,444143,533,098236,805,203 60.61
DBXDd 80,627,2256,628,453087,255,6783,901,028 2,236.74
EXS1d 64,558,02315,241,713079,799,7366,054,351 1,318.06
ULVRl 74,358,7432,036,297076,395,04118,360,854 416.08
BATSl 53,722,1477,400,055061,122,20328,432,624 214.97
SANp 43,246,91112,601,530055,848,44160,112,578 92.91
MBm 6,093,11943,248,3713,62549,345,11513,631,405 362.00
AMSe 42,449,4096,816,207049,265,61636,128,369 136.36
GLENl 23,529,41725,604,60825,58349,159,60837,554,599 130.90
ATLm 22,020,51127,074,53911,04049,106,09047,801,812 102.73
BNPp 37,008,06911,691,9021,52948,701,50072,522,141 67.15
INGAa 36,411,43010,865,9621,62347,279,01559,570,727 79.37
BBVAe 37,259,6599,620,504046,880,16360,725,280 77.20
VODl 31,366,78013,866,6437,31945,240,74221,091,661 214.50
GSKl 26,807,20616,393,264043,200,47032,832,108 131.58
FPp 29,250,84010,967,6661,04940,219,55668,501,460 58.71
UCGm 26,733,31013,214,74893639,948,99467,397,098 59.27
SIEd 33,184,7676,005,452039,190,21953,177,305 73.70
NESNz 21,999,78115,609,219037,609,00045,355,137 82.92
RIOl 18,870,03916,312,1916,61235,188,84236,881,635 95.41
MCp 26,594,8518,276,666034,871,51731,624,847 110.27
ROGz 28,495,5596,366,742034,862,30251,216,097 68.07
BASd 28,233,4606,066,31523234,300,00649,748,983 68.95
TEFe 29,309,7754,426,9381,30733,738,01920,596,426 163.81

Data for 2018-08-13 to 2018-08-17 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.