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)
EXS1d110,657,12324,060,8810134,718,0039,043,103 1,489.73
DBXDd111,617,23316,633,3610128,250,5942,132,180 6,015.00
HLAGd60,395,54623,865060,419,411229,901 26,280.62
BASd44,067,9827,643,654051,711,63649,990,873 103.44
DAXp46,195,0392,978,219049,173,258177,984 27,627.91
DAId28,574,63419,510,8208,64648,094,10050,157,189 95.89
BAYNd38,666,9507,652,878046,319,82946,247,339 100.16
BNPp34,609,35811,545,353046,154,71155,852,745 82.64
ASMLa37,417,1726,506,221043,923,39358,424,156 75.18
SIEd30,034,27513,465,794043,500,06953,760,158 80.92
AIRp29,039,94614,447,716043,487,66136,839,308 118.05
FPp34,798,3048,335,777043,134,08171,044,874 60.71
FERe38,843,8722,579,668041,423,54020,609,675 200.99
MCp34,319,5705,698,386040,017,95542,313,899 94.57
SANp26,331,2159,967,362036,298,57755,336,452 65.60
LINd33,107,4532,410,184035,517,63821,140,796 168.01
EXW1d33,758,5731,595,888035,354,4612,390,193 1,479.15
ADSd28,225,2776,646,548034,871,82537,719,596 92.45
URWa29,372,1055,360,526034,732,63233,706,597 103.04
INGAa27,305,5067,355,546034,661,05241,887,610 82.75
BPl25,593,6038,973,109034,566,71237,806,756 91.43
SAPd23,866,7339,041,130032,907,86256,092,282 58.67
ENELm15,710,80917,164,4123,27032,878,49152,814,348 62.25
LSEl22,687,0309,656,372032,343,40235,570,045 90.93
DGEl24,868,8447,042,896031,911,74039,815,120 80.15

Data for 2019-09-09 to 2019-09-13 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.