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 90,670,71010,129,0760100,799,7857,422,215 1,358.08
SANe 34,023,81454,999,381089,023,19473,339,490 121.39
TEFe 80,107,7767,641,0791,41887,750,27334,122,584 257.16
DBXDd 64,578,9643,840,979068,419,9432,747,492 2,490.27
FPp 51,847,60011,976,95515263,824,70784,782,047 75.28
SAPd 52,561,9947,918,981060,480,97575,670,955 79.93
CSp 54,377,8704,081,864058,459,73430,450,341 191.98
DGEl 51,149,5345,767,821056,917,35429,530,933 192.74
UCGm 29,168,91526,540,4231,26955,710,608109,371,263 50.94
BIRGi 53,279,393685,903053,965,2952,282,684 2,364.12
UGp 52,112,5881,511,428053,624,01610,742,564 499.17
SHPl 21,937,50430,974,155052,911,65944,510,051 118.88
ISPm 34,840,23717,717,66518,86652,576,768103,244,320 50.92
BNPp 44,984,4266,334,452051,318,87856,546,463 90.76
CFRz 39,439,95310,928,9921,64550,370,58944,049,825 114.35
GLENl 20,171,28128,001,2032,06948,174,55355,142,977 87.36
MCp 41,420,5434,994,75241646,415,71240,954,041 113.34
RNOp 14,212,15029,358,444043,570,59423,655,155 184.19
BPl 29,714,05112,118,1927,28741,839,52955,582,549 75.27
VODl 17,413,25321,637,36136,34939,086,96351,416,386 76.02
ENIm 28,677,7548,090,70313,54236,782,00073,249,641 50.21
ENXp 35,771,213495,127036,266,3405,737,630 632.08
RDSAa 26,337,6669,789,386036,127,05163,460,097 56.93
RDSAl 28,789,0354,805,854033,594,88953,527,140 62.76
AZNl 18,973,39313,852,686032,826,07936,915,996 88.92

Data for 2018-05-15 to 2018-05-21 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.