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)
TITm 457,106,916386,0421,419457,494,3765,675,436 8,060.96
RIOl 150,432,10939,404,2680189,836,37748,829,410 388.77
LINd 166,363,5556,798,6850173,162,24027,087,861 639.26
BATSl 119,846,1565,438,9820125,285,13825,283,568 495.52
AZNl 100,144,55110,998,2770111,142,82845,648,405 243.48
ADSd 98,610,8884,875,0580103,485,94531,278,966 330.85
BNPp 75,636,52123,577,132099,213,65264,481,607 153.86
NOVNz 82,519,59112,412,820094,932,41173,616,134 128.96
VOW3d 51,054,30436,739,17375087,794,22855,028,071 159.54
MRKd 82,766,9262,915,244085,682,17015,696,077 545.88
MTa 75,381,5157,652,195083,033,71029,291,589 283.47
ROGz 66,016,78816,433,271082,450,06071,939,652 114.61
SANp 55,614,19021,486,338077,100,52860,998,545 126.40
BASd 59,395,46613,647,337073,042,80352,342,352 139.55
BAERz 70,085,1752,895,838072,981,01312,464,715 585.50
DAId 61,964,89110,774,5235,31372,744,72672,103,085 100.89
GSKl 63,307,8245,657,782068,965,60631,359,399 219.92
NESNz 56,418,32312,526,629068,944,95274,164,504 92.96
BPl 61,435,6986,391,870067,827,56932,932,920 205.96
SANe 51,036,84816,671,438067,708,28676,420,118 88.60
NOVOBc 57,383,6795,877,052063,260,73130,013,158 210.78
INGAa 48,332,08913,521,039061,853,12954,099,333 114.33
1COVd 57,412,7994,297,458061,710,25718,940,246 325.82
BAYNd 52,621,6058,515,739061,137,34538,529,143 158.68
GLENl 36,025,63223,103,387059,129,01931,398,218 188.32

Data for 2019-04-12 to 2019-04-18 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.