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)
IFXd151,494,3212,180,2470153,674,56923,243,818 661.14
EXS1d127,948,80120,641,0900148,589,8919,623,801 1,543.98
ENELm146,783,3801,206,3070147,989,68618,041,565 820.27
DPWd65,209,8764,785,560069,995,43625,707,348 272.28
SIEd54,366,3038,794,362063,160,66549,118,430 128.59
UN01d60,497,987246,032060,744,0192,354,679 2,579.72
BHPl57,735,9462,258,600059,994,54514,574,333 411.65
DB1d54,915,7152,476,318057,392,03318,838,417 304.65
ITXe50,578,2741,538,173052,116,44616,848,707 309.32
MCp46,454,7015,551,240052,005,94137,024,673 140.46
SAPd35,178,63312,503,167047,681,80041,039,411 116.19
DBXDd43,908,9511,950,700045,859,651936,282 4,898.06
VOW3d38,831,0083,286,623042,117,63131,162,579 135.15
1COVd37,989,0242,097,339040,086,36212,093,114 331.48
LINd32,927,1986,956,402039,883,60036,938,195 107.97
UNAa35,696,2483,328,225039,024,47224,807,945 157.31
ASMLa26,163,33411,460,823037,624,15747,609,557 79.03
TMVd35,479,668488,115035,967,7823,748,572 959.51
EL4Ad35,050,646851,027035,901,6731,017,338 3,528.98
ADYENa29,183,2685,646,916034,830,18332,762,202 106.31
UCBb33,143,382439,505033,582,8866,955,196 482.85
RBl29,839,1822,407,985032,247,16812,952,598 248.96
PHAUm27,457,7474,153,950031,611,6971,467,227 2,154.52
PRXa27,572,7783,499,962031,072,73920,491,127 151.64
ALVd26,918,7553,853,605030,772,36027,880,130 110.37

Data for 2020-09-21 to 2020-09-25 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.