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)
RIOl 61,289,93957,076,75315,129118,381,82061,141,326 193.62
SMSNl 98,419,4331,664,6310100,084,0642,412,753 4,148.13
BAYNd 48,953,57231,782,386080,735,95891,603,777 88.14
EDPu 71,849,341436,202072,285,5435,792,676 1,247.88
GRFe 61,608,2583,135,411064,743,6698,129,821 796.37
AZNl 36,791,84325,808,134062,599,97775,750,311 82.64
EXS1d 51,467,72410,370,028061,837,75210,058,863 614.76
TEFe 53,025,4696,400,6871,47059,427,62724,048,370 247.12
BNPp 42,415,31213,090,580055,505,89240,610,743 136.68
BATSl 33,603,11021,898,8681,53355,503,51176,795,943 72.27
VODl 42,266,93712,490,83636,41654,794,18953,644,250 102.14
FPp 39,903,72413,979,1183,97753,886,819106,631,369 50.54
SANp 41,189,58110,458,733051,648,31457,757,592 89.42
SHPl 32,483,41417,546,073050,029,48678,387,808 63.82
BLTl 26,227,11123,072,8091,22449,301,14439,950,162 123.41
CFRz 33,346,56511,001,882044,348,44739,240,915 113.02
NGl 16,686,04726,879,498043,565,54525,181,392 173.01
SAPd 27,176,46814,835,82045342,012,74181,341,462 51.65
ALVd 33,414,4258,197,5343,05841,615,01773,787,842 56.40
ASMLa 25,069,79116,306,005041,375,79764,355,186 64.29
ADa 25,946,91314,908,450040,855,36350,014,773 81.69
MANd 37,760,580557,539038,318,1204,811,455 796.39
ISFl 2,099,13235,815,192037,914,3248,245,179 459.84
IFXd 29,786,9308,033,5391,18337,821,65252,400,239 72.18
ABIb 31,958,3755,806,525037,764,90139,764,654 94.97

Data for 2018-11-12 to 2018-11-16 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.