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)
NOKIAh 701,534,1193,362,8350704,896,9543,795,451 18,572.15
RBSl 685,107,206568,6280685,675,834559,284 122,598.86
AZNs 497,688,297186,644,4520684,332,7482,550,335 26,833.05
BARCl 606,659,52111,696,0473,560618,359,1281,040,972 59,402.09
BPl 387,414,30336,856,51350,240424,321,0563,608,747 11,758.13
AZNl 177,096,114131,401,4394,806,430313,303,983199,757,193 156.84
HEN3d 119,237,666119,203,6294,043,778242,485,073144,949,287 167.29
HSBAl 139,736,92382,420,3582,128222,159,4091,223,058 18,164.26
GLENl 213,658,89100213,658,8918,839 2,417,229.22
DSMa 97,939,866105,959,6633,895,370207,794,898128,891,653 161.22
TEFe 201,086,24278,51219,674201,184,428598,282 33,627.02
RDSBl 149,277,59321,995,074125,410171,398,0774,586,393 3,737.10
ORp 154,150,152318,09510,464,387164,932,634212,600,686 77.58
DB1d 66,028,53774,207,0774,789,279145,024,89288,101,922 164.61
DSVc 121,615,48810,457,5570132,073,045360,834 36,602.16
DGEl 97,406,7266,730,2541,044,827105,181,80821,430,190 490.81
ZURNz 66,877,07314,479,05614,469,21595,825,343125,398,552 76.42
RDSAl 74,679,6341,352,02593,59676,125,255335,992 22,656.87
TIETOh 72,202,1020072,202,1020 n/a
ACp 51,093,72419,190,6451,637,04771,921,41615,262,763 471.22
BARb 68,917,5501,670,560173,08970,761,1981,525,319 4,639.11
BATSl 64,542,3262,059,570114,99266,716,8892,315,105 2,881.81
SGOp 30,063,36033,300,1491,244,22164,607,72949,386,664 130.82
PRUl 55,315,5825,641,290534,71061,491,58311,086,046 554.68
SCMNz 40,891,6184,228,65216,364,11261,484,382136,345,359 45.09

Data for 2019-01-14 to 2019-01-18 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.