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)
VODl 522,497,86411,560,2063,545534,061,6151,346,050 39,676.21
AZNl 316,340,960128,500,0943,929,198448,770,253177,928,162 252.22
RY4Ci 212,723,52300212,723,52311,910 1,786,091.71
RYAl 175,226,2822,7090175,228,99027,088 646,887.88
AFp 130,431,7171,2050130,432,922202,842 64,302.72
RIp 107,904,2067,997,9440115,902,1507,161,730 1,618.35
SCMNz 68,215,0353,112,37714,895,99986,223,411177,898,699 48.47
LGENl 14,587,77261,588,16896,26276,272,20312,045,462 633.20
IEUXm 68,222,7370068,222,7370 n/a
ZURNz 51,517,46964,12611,617,81863,199,412129,906,426 48.65
HSBAl 44,768,02615,002,830059,770,8564,299,750 1,390.10
FPp 57,565,3391,780,081059,345,4202,646,428 2,242.47
SANe 47,360,79687,5028847,448,386176,909 26,820.79
BMWd 42,563,2692,128,230044,691,49935,388,357 126.29
BNPp 41,651,8692,507,904044,159,7733,515,893 1,256.00
UHRz 35,081,2171,721,9236,430,53243,233,672105,803,557 40.86
DANSKc 40,784,06341,135040,825,19868,080 59,966.51
DGEl 33,920,803269,1831,052,22635,242,21326,090,332 135.08
SRENz 27,957,4931,778,1463,498,87233,234,51158,343,528 56.96
BAYNd 29,582,1560029,582,156201,561 14,676.53
LXSd 28,028,0210028,028,0210 n/a
DCCl 26,722,910124026,723,0352,330 1,146,911.37
SANp 25,488,88385,136025,574,019279,346 9,154.96
ANAe 1,885,61821,214,300023,099,9187,708,396 299.67
KYGAl 22,802,9690022,802,9690 n/a

Data for 2019-03-18 to 2019-03-22 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.