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
Liquidity Opportunity
(% of ADN)
AIRp498,858,94100498,858,94126,414 1,888,615.66
MCp208,926,7761,193,001206,153210,325,9305,232,070 4,019.94
MLp100,094,6982,9720100,097,6703,154 3,173,673.75
FPp95,468,207308,7296,86995,783,804738,012 12,978.62
ABIb74,622,8401,530,743269,49676,423,0784,431,581 1,724.51
BMWd58,037,6285,511,091984,33264,533,05114,550,537 443.51
VODl59,638,4841,414,9229,14961,062,5552,432,283 2,510.50
AIRd47,167,7220047,167,7220 n/a
VWSc31,899,8533,684,550035,584,4035,864,058 606.82
BNPp28,266,365803,496344,17029,414,0305,849,915 502.81
CARLBc25,670,453193,598189,55226,053,6034,376,773 595.27
MAERBc23,764,9451,053,484024,818,4309,466,204 262.18
VOWd24,083,2140024,083,21436 66,897,816.67
KBCb18,081,139876018,082,0147,073 255,648.44
SANe16,629,480390,7441,02817,021,252476,694 3,570.69
TSCOl13,802,260383,4172,03214,187,7091,278,081 1,110.08
PHIAa13,640,4691,249013,641,71852,481 25,993.63
HSBAl13,163,368215,133013,378,5013,302,747 405.07
BARCl11,689,168395,5908,05412,092,812561,693 2,152.92
TELo11,582,254134,5043,26611,720,024672,622 1,742.44
ZPALz10,278,7100429,52210,708,2331,668,474,724 0.64
BPl10,361,47377,539010,439,0131,662,813 627.79
BAYNd9,599,4238,088591,55310,199,06312,701,058 80.30
FLSc9,781,98531,50609,813,4912,213,435 443.36
BAl8,955,30363008,955,9333,123 286,773.39

Data for 2020-01-13 to 2020-01-17 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.