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
Liquidity Opportunity
(% of ADN)
FMEd203,609,3897,667,6550211,277,04432,002,535 660.19
AIRp160,311,94328,243,6760188,555,61973,482,761 256.60
IBEe137,318,1304,665,7090141,983,83947,121,225 301.32
STMp99,967,7032,820,3130102,788,01512,650,251 812.54
SAPd86,374,20413,895,0790100,269,283112,271,266 89.31
ASMLa69,183,80520,606,742089,790,54881,596,107 110.04
EXS1d67,471,24712,011,458079,482,7056,245,921 1,272.55
ALVd52,513,54112,693,027065,206,56961,061,094 106.79
HSBAl46,662,50215,398,349062,060,85053,360,295 116.31
RIp56,710,8211,248,298057,959,11915,021,224 385.85
DBXDd44,813,11211,230,977056,044,090942,819 5,944.31
SIEd45,066,1849,758,398054,824,58261,187,746 89.60
RDSAa37,686,75415,236,166052,922,92092,820,654 57.02
BNPp23,536,50428,913,492052,449,99750,295,279 104.28
ORp47,588,5404,172,643051,761,18333,209,592 155.86
MCp39,297,22012,241,910051,539,12984,688,306 60.86
FPp32,063,39218,839,061050,902,453105,838,610 48.09
VODl25,205,55222,853,593048,059,14525,092,380 191.53
HEIAa40,222,4603,806,962044,029,42118,719,296 235.21
DTEd36,795,7707,071,428043,867,19847,393,464 92.56
IDUSl20,687,55520,722,898041,410,4549,018,779 459.16
SANp19,286,89121,853,929041,140,82058,466,609 70.37
BAYNd31,104,7538,444,461039,549,21555,815,490 70.86
BPl25,454,24411,768,472037,222,71763,481,531 58.64
ADSd27,676,1668,416,881036,093,04755,454,431 65.09

Data for 2020-03-23 to 2020-03-27 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.