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)
CABKe 276,233,680851,9100277,085,5898,926,340 3,104.13
FPp 135,529,05910,832,3650146,361,42471,775,871 203.91
SAPd 102,881,76041,208,2630144,090,02397,797,443 147.34
BAYNd 129,209,54411,522,7190140,732,26359,657,826 235.90
NESNz 108,671,09813,605,3830122,276,48268,589,614 178.27
TITm 95,804,455794,7499496,599,2984,569,888 2,113.82
DAId 75,077,24518,122,0724,06793,203,38574,130,959 125.73
EXS1d 78,405,19312,536,533090,941,7265,409,329 1,681.20
CLNXe 80,690,2552,560,061083,250,31516,749,409 497.03
BEId 79,554,8862,121,716081,676,60213,076,416 624.61
ASMLa 65,929,39915,392,039081,321,43858,020,879 140.16
BMWd 50,437,49420,440,054070,877,54751,919,646 136.51
GLENl 59,411,7129,566,384068,978,09731,423,518 219.51
RNOp 57,095,3278,164,456065,259,78334,814,012 187.45
ALIVs 63,324,5221,140,564064,465,0865,737,561 1,123.56
SIEd 44,490,25119,168,966063,659,21766,317,688 95.99
IFXd 38,679,34622,194,154060,873,50039,136,462 155.54
NOKIAh 50,871,6319,284,030060,155,66026,184,937 229.73
ADSd 50,022,5329,457,394059,479,92647,476,415 125.28
RIOl 40,929,34216,192,863057,122,20544,319,855 128.89
AIRp 38,989,60816,844,6649,18755,843,45941,830,597 133.50
VOW3d 35,342,26318,750,9784,96654,098,20754,212,567 99.79
SANp 47,577,8105,222,406052,800,21541,730,538 126.53
BHPl 17,916,78132,920,801050,837,58221,655,289 234.76
RIp 48,315,7202,508,695050,824,41512,741,187 398.90

Data for 2019-05-13 to 2019-05-17 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.