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)
AMSz475,097,074319,007,8050794,104,8797,487,607 10,605.59
VODl226,512,77013,515,06611,024240,038,860786,982 30,501.19
BNPp64,270,9618,200,757532,30373,004,0228,285,136 881.14
SPXl61,987,1534,884061,992,037717,432 8,640.82
AZNl36,421,5235,014036,426,537619 5,884,739.42
ABIb34,107,081582,884472,05335,162,01813,854,863 253.79
BARCl31,353,7411,758,5505,19033,117,4806,190,569 534.97
TEFe31,552,82323,3831,91631,578,123108,895 28,998.69
MCp17,905,9067,681,1343,658,45829,245,49738,047,328 76.87
CARLBc27,099,625486,976122,47127,709,0722,747,235 1,008.62
EBSv25,890,707521,51349,25526,461,475739,278 3,579.37
FPp21,281,6471,793,12838,52323,113,297690,113 3,349.20
ZPALz11,448,9016,491,0324,346,22122,286,1551,082,612,050 2.06
SBRYl17,021,972210,1135,26017,237,345311,955 5,525.59
TELo15,647,629129,7991,83715,779,26561,306 25,738.53
HSBAl13,162,665505,222013,667,8872,195,191 622.63
BMWd9,711,9621,414,450977,37612,103,7885,973,747 202.62
SAPd11,755,1580011,755,1580 n/a
RBl11,534,877935011,535,812476,434 2,421.28
PRUl10,930,799466,68890,09211,487,5791,292,329 888.91
VOLVBs10,378,57447,8353,05510,429,46462,152 16,780.58
RELl10,042,37134,5943,91710,080,88333,803 29,822.45
DGEl9,657,04165,58610,3899,733,017920,926 1,056.87
NOVOBc9,204,70357,2378,5499,270,488700,297 1,323.79
LSEl5,696,0722,918,76108,614,83323,622,468 36.47

Data for 2019-07-12 to 2019-07-18 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.