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)
AZNs 1,247,315,250184,891,88701,432,207,1361,188,507 120,504.73
TIETOh 823,199,58800823,199,5880 n/a
SIEd 341,550,265398,144,873335,190740,030,32861,125,379 1,210.68
DSVc 631,658,83420,923,0017,205652,589,040876,608 74,444.80
HSBAl 444,434,23263,052,271152,429507,638,9317,314,644 6,940.04
BARb 448,600,0723,783,711364,746452,748,5283,348,385 13,521.40
LRp 374,271,727613,4840374,885,21162,314 601,606.72
BMWd 265,185,84531,105,661118,678296,410,1854,385,242 6,759.27
AZNl 136,570,186113,552,4193,689,941253,812,546563,194,711 45.07
HEIAa 231,035,32118,404,191373,773249,813,28535,081,614 712.09
HEN3d 119,891,232116,592,5193,988,447240,472,198139,587,046 172.27
DSMa 128,968,02075,498,8453,757,835208,224,700169,154,455 123.10
DB1d 96,718,42679,169,2633,041,508178,929,197158,027,659 113.23
ORp 121,809,4401,071,99452,181,359175,062,793181,339,146 96.54
NOVOBc 125,445,99214,028,83423,458139,498,28438,122,434 365.92
UCGm 95,505,89931,995,00410,914127,511,8161,065,643 11,965.72
KNEBVh 109,255,485187,3310109,442,816875,215 12,504.68
RNOp 81,380,23015,884,743467,21197,732,18572,195,641 135.37
MAERAc 79,820,9433,490,12713,876,09997,187,169215,249,037 45.15
SGOp 52,575,69941,818,8581,240,21395,634,77067,941,880 140.76
CAp 57,045,20637,680,548686,64895,412,40332,341,599 295.01
EQNRo 90,559,6930090,559,6930 n/a
SAFp 46,291,1316,882,74336,419,50289,593,377105,252,542 85.12
SCMNz 60,443,3652,670,60913,996,93977,110,913143,242,291 53.83
LINd 43,452,519109,94222,780,30566,342,76783,628,975 79.33

Data for 2018-11-07 to 2018-11-13 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.