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)
BABl 7,246,90958,077,762065,324,6707,330,183 891.17
GSKl 18,065,82937,558,39017,29655,641,51429,354,584 189.55
ITXe 44,319,2658,238,6832,98952,560,93630,910,228 170.04
VOW3d 32,315,27114,417,2624,71846,737,25287,522,235 53.40
ATCa 17,776,53127,428,580045,205,11135,055,962 128.95
BATSl 19,064,97725,070,94952,16744,188,09343,239,679 102.19
HSBAl 14,337,46328,770,9964,54043,112,99937,115,621 116.16
GLEp 15,884,73327,088,7711,05142,974,55430,774,361 139.64
SAFp 9,918,86832,733,936042,652,80421,224,626 200.96
SAPd 25,938,64013,547,91643,70639,530,26357,882,889 68.29
ROGz 27,565,69311,573,2361,99339,140,92273,613,872 53.17
FPp 24,974,01813,501,743314,26938,790,02958,450,216 66.36
SIEd 31,819,0326,372,869038,191,90149,122,054 77.75
BBVAe 19,925,98618,138,7672,97338,067,72640,689,599 93.56
BASd 21,005,44615,694,8245,90036,706,17053,568,347 68.52
BNPp 26,111,80910,475,503036,587,31244,730,114 81.80
AKZAa 21,690,80914,192,040035,882,84817,835,115 201.19
EL4Ad 34,706,2460034,706,246740,548 4,686.56
VIVp 21,152,69413,310,301034,462,99537,708,838 91.39
FREd 19,171,92514,159,807033,331,73255,506,598 60.05
UCGm 21,584,87911,677,44938233,262,71145,969,237 72.36
AIRp 18,228,01714,318,0872,56932,548,67232,052,370 101.55
DBKd 23,109,4429,281,91016,52132,407,87348,047,431 67.45
SHPl 20,639,18410,651,847223,38631,514,41640,339,669 78.12
DAId 22,467,1818,541,676031,008,85851,385,739 60.35

Data for 2017-11-17 to 2017-11-23 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.