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)
MCp1,447,307,18616,821,032400,8001,464,529,01812,105,518 12,098.03
ASMLa414,386,335133,1250414,519,460142,895 290,086.75
AIRp109,974,77900109,974,77949,731 221,139.29
VODl98,766,3621,608,69311,860100,386,9151,219,830 8,229.58
ORAp82,483,147244,993082,728,139235,507 35,127.68
ORPp63,554,1890063,554,189190 33,449,573.16
DANSKc53,691,0201,155,78136,57954,883,3801,292,061 4,247.74
BMWd41,452,7013,396,870856,23345,705,80419,602,786 233.16
AALl33,764,7469,364,72189,92843,219,3951,939,486 2,228.39
VWSc29,970,4743,228,537033,199,0113,286,540 1,010.15
FPp26,379,493494,8177,17026,881,4792,439,475 1,101.94
TSCOl23,494,058233,8941,30123,729,2532,266,748 1,046.84
VOWd23,311,9600023,311,9600 n/a
HSBAl21,934,125520,936022,455,0612,432,697 923.05
BPl20,343,517174,155020,517,6722,085,698 983.73
KBCb18,873,5702,146018,875,71623,383 80,724.10
PATd17,050,0450017,050,0450 n/a
DSMa14,846,8531,325,993622,71416,795,5598,365,354 200.78
YARo16,177,76611,367016,189,13352,363 30,917.12
MLp15,320,6933,751015,324,4441,604 955,389.28
BARCl12,604,8752,564,8596,51715,176,2501,531,075 991.22
PHIAa14,513,8402,423014,516,2633,843 377,732.58
FLSc13,640,92991,331013,732,2603,187,426 430.83
HEIAa7,370,1585,356,944561,21113,288,3146,752,604 196.79
AZNl11,997,56995,878012,093,44673,083 16,547.55

Data for 2020-01-17 to 2020-01-23 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.