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)
FPp 1,862,930,418182,174,347761,2892,045,866,05432,646,609 6,266.70
RDSAa 850,186,210411,0970850,597,307140,869 603,821.50
ABIb 219,103,880618,611932,633220,655,12323,177,830 952.01
MCp 33,809,287168,618,3029,418,630211,846,21960,787,462 348.50
GEBNz 206,622,86400206,622,8640 n/a
ACp 100,849,94574,168,540302,197175,320,6823,780,662 4,637.30
BMWd 94,135,77963,822,4553,697,525161,655,75925,073,063 644.74
BNPp 120,142,0227,087,5441,319,362128,548,92715,008,400 856.51
SIEd 93,800,91528,924,017880,806123,605,7397,718,943 1,601.33
TSCOl 112,962,0701,546,7646,617114,515,450276,861 41,362.07
VODl 108,034,5521,065,93949,118109,149,6081,157,520 9,429.61
BARCl 62,441,4363,514,76114,57465,970,7711,759,693 3,748.99
HEIAa 3,702,08848,329,8701,043,49853,075,4556,792,792 781.35
FCAm 22,997,76319,467,615102,62342,568,001976,846 4,357.70
CONd 37,816,63130,8251,814,27339,661,72813,499,886 293.79
AZNl 32,764,90838,651032,803,55966,713 49,171.16
CARLBc 22,846,2405,449,825376,33628,672,4022,662,450 1,076.92
GLEp 18,791,2877,758,099489,09127,038,4784,771,450 566.67
ERAp 25,598,3580025,598,3580 n/a
SRENz 24,202,4596,3981,151,04125,359,8987,063,027 359.05
HSBAl 24,579,80367,096024,646,899481,972 5,113.76
UBSGz 23,708,2983,188023,711,4864,153 570,948.37
KBCb 22,682,70932,826022,715,535388,196 5,851.56
AALl 4,878,19817,171,092294,65322,343,9432,611,192 855.70
AIRp 15,140,9373,729,426018,870,36316,883,418 111.77

Data for 2019-05-13 to 2019-05-17 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.