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)
EXS1d141,679,60530,206,6300171,886,23510,268,404 1,673.93
DBXDd102,728,4319,818,8840112,547,3152,750,925 4,091.25
HSBAl20,295,29238,421,572058,716,86439,731,343 147.78
SAPd48,265,11710,267,503058,532,62082,483,515 70.96
PHIAa40,468,3317,926,161048,394,49236,821,528 131.43
AIRp34,084,18612,213,263046,297,44943,379,225 106.73
BPl39,755,1236,455,177046,210,30135,385,799 130.59
FPp37,057,6638,062,988045,120,65053,697,113 84.03
SANe33,628,7758,786,437042,415,21241,999,452 100.99
DEL2d40,399,4631,540,602041,940,065137,712 30,454.91
ENIm36,716,4441,993,717038,710,16123,870,309 162.17
MCp30,957,7737,455,794038,413,56655,840,742 68.79
EXW1d35,114,1861,505,314036,619,5004,938,809 741.46
BARCl25,953,4549,355,505035,308,95925,520,471 138.36
DAId22,373,46212,922,7963,76235,300,02241,857,974 84.33
DBPDd34,551,854123,124034,674,978210,564 16,467.67
SIEd26,483,8977,736,653034,220,55146,784,055 73.15
BAYNd27,175,6815,467,832032,643,51346,214,071 70.64
RDSBl29,370,9202,413,063031,783,98216,347,760 194.42
NGl28,410,7152,250,846030,661,56216,717,953 183.41
LIp30,191,066398,516030,589,5824,838,309 632.24
LLOYl23,593,1366,939,848030,532,98430,597,399 99.79
BATSl25,549,8624,307,091029,856,95320,302,937 147.06
KERp25,569,6844,186,322029,756,00629,358,463 101.35
DAXp20,997,8778,521,656029,519,533470,257 6,277.32

Data for 2019-10-08 to 2019-10-14 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.