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)
EXS1d96,861,94920,083,3730116,945,3223,971,352 2,944.72
ADYENa72,840,0475,883,088078,723,13515,106,338 521.13
DBXDd54,722,38817,542,604072,264,9922,056,710 3,513.62
ASMLa59,576,12410,031,701069,607,82666,936,106 103.99
KERp47,834,9566,201,251054,036,20734,586,766 156.23
MCp44,546,0068,465,260053,011,26654,290,631 97.64
DAId33,528,3257,590,019041,118,34439,052,636 105.29
AMSe38,667,1401,920,174040,587,31417,865,561 227.18
IBEe32,295,6573,259,166035,554,82236,293,003 97.97
SANp22,984,21310,793,810033,778,02237,960,687 88.98
HOp4,908,90728,577,693033,486,6007,013,367 477.47
SAPd26,255,5363,767,081030,022,61737,195,071 80.72
AIRp19,113,36210,083,894029,197,25633,277,816 87.74
BNPp25,450,9173,464,712028,915,62935,524,501 81.40
FPp22,485,1334,936,409027,421,54134,661,847 79.11
BAYNd22,145,8705,081,999027,227,86925,926,474 105.02
SIEd22,809,0543,833,214026,642,26928,340,246 94.01
VOW3d22,127,5743,409,528025,537,10221,083,908 121.12
ADSd20,910,7123,644,356024,555,06726,645,454 92.15
RMSp22,661,0331,279,730023,940,7648,193,806 292.18
RDSAa16,989,2716,579,963023,569,23436,752,174 64.13
HSBAl16,258,0766,433,575022,691,65222,491,540 100.89
IFXd18,238,4864,264,563022,503,04923,403,200 96.15
BBVAe19,616,0822,671,300022,287,38120,172,221 110.49
RIOl13,011,9688,911,369021,923,33732,921,108 66.59

Data for 2020-01-20 to 2020-01-24 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.