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)
EXS1d74,986,34128,079,2410103,065,5825,190,135 1,985.80
ASMLa61,836,7209,105,560070,942,28061,199,096 115.92
DBXDd49,930,40814,123,103064,053,5112,527,457 2,534.31
KERp49,441,3074,278,308053,719,61531,281,678 171.73
AMSe47,249,2002,013,500049,262,70118,339,897 268.61
BBVAe40,352,9103,499,853043,852,76320,538,820 213.51
MCp29,317,8226,992,938036,310,76046,178,971 78.63
ADYENa33,869,5041,431,161035,300,6659,220,644 382.84
DAId27,984,9656,253,882034,238,84736,283,362 94.37
HOp4,538,93028,913,908033,452,8397,849,805 426.16
SANp23,024,6909,806,375032,831,06436,419,500 90.15
SAPd27,614,4434,722,638032,337,08140,947,973 78.97
SIEd28,555,6313,571,079032,126,71030,257,013 106.18
AIRp20,045,6056,144,206026,189,81129,609,092 88.45
BNPp21,481,0593,518,010024,999,07039,000,043 64.10
BBOXl24,260,207225,756024,485,9631,568,552 1,561.06
SAFp20,684,4943,693,899024,378,39320,255,116 120.36
ORp22,055,6512,200,166024,255,81718,779,578 129.16
NOVOBc17,647,4946,063,926150,98123,862,40136,637,808 65.13
BNZLl23,601,844224,741023,826,5852,015,480 1,182.18
RWEd17,970,5745,421,609023,392,18331,088,356 75.24
BAYNd19,542,3923,723,261023,265,65321,248,540 109.49
VOW3d16,623,6926,485,666023,109,35823,826,139 96.99
RDSAa17,290,2095,614,389022,904,59939,930,535 57.36
BASd19,745,0452,836,976022,582,02124,893,116 90.72

Data for 2020-01-16 to 2020-01-22 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.