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)
EXS1d 86,686,19630,458,8980117,145,0947,508,172 1,560.23
FMEd 75,032,7901,116,904076,149,69413,685,823 556.41
DBXDd 56,320,86818,516,928074,837,7963,593,470 2,082.61
SHPl 20,476,21446,113,821066,590,03530,686,318 217.00
UTDId 54,231,8721,163,607055,395,4796,467,950 856.46
FPp 32,259,92917,557,38850649,817,82367,310,748 74.01
BAYNd 30,332,78910,799,832041,132,62166,035,414 62.29
EL4Ad 39,594,817821,023040,415,839222,377 18,174.47
EIp 14,661,12222,011,9923,17536,676,28815,909,431 230.53
BNPp 31,950,8184,023,429035,974,24642,283,254 85.08
ROGz 27,532,2398,361,975035,894,21457,840,749 62.06
GLENl 20,558,01914,503,9998,42335,070,44136,104,512 97.14
BPl 23,071,54911,823,58717,26434,912,39947,436,745 73.60
NOVOBc 16,282,29518,216,057034,498,35232,644,494 105.68
KOGo 33,770,73434,30361133,805,648253,145 13,354.26
AIRp 19,706,90213,292,832032,999,73538,786,869 85.08
RIOl 18,254,65113,429,9003,52431,688,07437,808,034 83.81
VOW3d 16,224,24315,147,5934,65631,376,49226,693,611 117.54
OCDOl 7,221,29123,353,99869130,575,9808,904,657 343.37
DXETd 25,106,9794,303,822029,410,802554,491 5,304.11
ADSd 21,065,3967,372,464028,437,86141,351,901 68.77
LVCp 16,039,91412,119,189028,159,1027,221,956 389.91
BBVAe 22,256,2285,740,2378427,996,54842,414,392 66.01
SANe 20,468,3637,193,916027,662,28052,524,694 52.67
DAId 21,009,5166,348,296027,357,81233,027,824 82.83

Data for 2018-07-10 to 2018-07-16 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.