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)
CRGi 1,259,153,810384,41201,259,538,2224,077,212 30,892.14
PPBi 923,734,891348,8180924,083,7091,851,850 49,900.57
CLNXe 173,499,299304,26660173,803,6255,602,154 3,102.44
RENa 100,949,4931,525,0790102,474,5729,691,248 1,057.39
SANp 56,436,09810,820,872067,256,97047,137,949 142.68
AZNl 28,889,41530,799,876059,689,29056,273,953 106.07
FPp 38,886,80716,163,4392,42355,052,67076,752,509 71.73
ABIb 32,265,91717,479,858049,745,77547,062,609 105.70
EXS1d 42,508,6794,506,438047,015,1176,030,439 779.63
DAId 37,384,0129,306,09223046,690,33550,389,082 92.66
ROGz 38,423,2208,047,964046,471,18367,549,024 68.80
BATSl 32,213,29713,505,610045,718,90729,640,886 154.24
ASMLa 36,365,6815,722,257042,087,93941,955,701 100.32
CFRz 28,816,3018,434,694037,250,99539,826,984 93.53
BASd 31,691,2415,247,444036,938,68436,010,621 102.58
DB1d 34,406,9831,767,977036,174,96012,902,709 280.37
SAPd 30,544,4664,762,807035,307,27355,721,106 63.36
DGEl 25,877,6739,162,205035,039,87838,341,157 91.39
KERp 28,638,8025,498,815034,137,61741,172,480 82.91
SANe 21,626,25311,490,036033,116,28952,844,510 62.67
ADSd 27,321,1245,151,374032,472,49841,798,370 77.69
RBl 26,952,5674,835,73927331,788,57824,018,599 132.35
BIRGi 30,823,983664,471031,488,4542,787,321 1,129.70
URWa 27,647,0232,070,933029,717,95717,819,865 166.77
BAYNd 20,415,2888,640,313029,055,60238,487,014 75.49

Data for 2019-01-09 to 2019-01-15 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.