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)
SAPd 121,577,75037,272,8430158,850,59359,897,121 265.21
BASd 149,690,5297,492,0170157,182,54636,196,738 434.25
RIp 144,743,0441,893,9000146,636,94414,910,789 983.43
KRZi 105,085,279237,9440105,323,2232,665,860 3,950.82
VLAp 78,225,42142,114078,267,53429,513 265,196.81
ADSd 49,903,63924,700,990074,604,62986,353,765 86.39
UNAa 59,170,1015,734,084064,904,18548,370,206 134.18
DSMa 61,169,029986,826062,155,85513,980,656 444.58
NESNz 48,176,8076,282,233054,459,04064,533,895 84.39
AKEp 52,651,5591,597,532054,249,0918,073,718 671.92
FPp 38,443,0748,793,597047,236,67178,447,972 60.21
AIRp 30,321,70812,071,598042,393,30561,121,999 69.36
HSBAl 24,951,71816,798,973041,750,69134,582,714 120.73
HEXABs 10,722,71830,697,494041,420,21213,041,783 317.60
ASMLa 34,401,7536,632,945041,034,69852,936,690 77.52
ITXe 33,279,3646,934,492040,213,85641,369,547 97.21
LHNz 36,792,5202,624,691039,417,21017,951,259 219.58
LLOYl 30,484,4728,925,076039,409,54831,110,772 126.67
TITm 18,868,62020,352,2096,69439,227,52211,225,983 349.44
RY4Ci 36,800,077551,666037,351,7424,371,597 854.42
BPl 23,921,94813,329,091037,251,03946,665,454 79.83
CSSPXm 2,866,07333,977,558036,843,6312,252,488 1,635.69
SANp 28,592,9617,789,216036,382,17737,918,096 95.95
NOVNz 28,739,5757,629,180036,368,75554,030,789 67.31
SANe 15,735,63520,312,210036,047,84453,958,481 66.81

Data for 2019-03-12 to 2019-03-18 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.