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
Liquidity Opportunity
(% of ADN)
EXS1d87,745,83510,676,403098,422,2387,918,570 1,242.93
LINd78,749,4375,224,055083,973,49135,121,311 239.10
DPWd76,951,7576,153,030083,104,78734,994,503 237.48
ITXe62,133,8893,846,903065,980,79222,986,874 287.04
IFXd62,064,9473,321,824065,386,77123,165,910 282.25
ADYENa46,198,8135,884,585052,083,39835,364,675 147.28
ASMLa42,114,2127,940,407050,054,61956,973,034 87.86
1COVd44,091,2315,418,246049,509,47725,668,576 192.88
GLPGa46,830,4532,077,048048,907,5024,378,743 1,116.93
SAPd34,935,93213,018,202047,954,13542,037,170 114.08
VOW3d43,923,4503,931,152047,854,60228,788,075 166.23
IBEe38,702,6086,817,284045,519,89227,342,708 166.48
MAERBc37,303,044489,45796,01537,888,5155,911,765 640.90
BPl25,472,91110,394,495035,867,40627,929,621 128.42
SIEd30,019,4285,350,142035,369,57039,985,634 88.46
FPp25,288,0468,773,286034,061,33236,241,048 93.99
KERp28,112,0675,885,391033,997,45831,808,420 106.88
ADSd27,536,5816,410,864033,947,44526,114,230 130.00
KRZi32,669,046282,158032,951,2042,342,266 1,406.81
BAYNd26,767,8035,648,262032,416,06538,309,819 84.62
BNZLl12,668,69419,456,805032,125,4992,861,102 1,122.84
AMSe27,654,9944,112,598031,767,59217,480,146 181.74
RBl27,939,4391,664,315029,603,75313,456,068 220.00
MCp23,248,3316,346,249029,594,58034,480,806 85.83
DSYp28,186,440696,720028,883,1619,096,455 317.52

Data for 2020-09-15 to 2020-09-21 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.