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)
ESURl 431,235,467463,3340431,698,801369,230 116,918.67
DGEl 93,438,8219,014,4860102,453,30728,342,580 361.48
IPNp 28,132,03559,784,223087,916,2586,535,097 1,345.29
KERp 76,702,8766,453,367083,156,24350,096,019 165.99
BAYNd 59,659,90515,682,818075,342,72386,996,884 86.60
EXS1d 61,881,05513,077,988074,959,0438,058,492 930.19
DANSKc 31,348,05440,414,661071,762,71542,501,790 168.85
TEFe 58,417,4823,733,0712,15062,152,70323,908,088 259.97
RIOl 40,305,30818,891,44723,05759,219,81253,918,360 109.83
DBXDd 51,577,6694,953,497056,531,1674,228,181 1,337.01
BATSl 29,609,76026,710,261056,320,02144,014,505 127.96
XDDXd 54,048,816244,279054,293,095107,999 50,271.85
ISPm 43,124,8159,179,1587,04152,311,01375,377,347 69.40
ALVd 43,198,4177,093,659050,292,07547,498,233 105.88
FPp 35,907,53411,131,026047,038,56078,190,397 60.16
DAId 32,668,17211,246,287043,914,45957,125,357 76.87
REPe 30,671,38712,324,150042,995,53741,261,809 104.20
BNPp 31,104,16710,983,990042,088,15667,328,969 62.51
SANp 35,721,2985,579,887041,301,18554,316,762 76.04
SAPd 33,473,8175,973,389039,447,20658,443,026 67.50
NESNz 32,419,5986,541,785038,961,38244,941,881 86.69
GLENl 23,156,71815,582,59610,33238,749,64640,235,861 96.31
LINUd 27,883,50010,677,783038,561,28365,807,650 58.60
EOANd 28,251,8709,825,053038,076,92245,760,273 83.21
ULVRl 26,508,37711,155,6634,45437,668,49531,046,635 121.33

Data for 2018-09-17 to 2018-09-21 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.