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)
LISNz1,171,571,00580,561,31701,252,132,321843,117,194 148.51
AZNl311,754,6931,427,601215,824313,398,11820,458,917 1,531.84
BEANz104,448,14700104,448,14778,386,597 133.25
LISPz92,457,4960092,457,49699,203,389 93.20
IBEe76,966,5601,650,07953,68678,670,32663,533,546 123.82
KYGAl47,819,8890047,819,8890 n/a
SGSNz43,436,4700043,436,47031,398,047 138.34
GIVNz43,047,5620043,047,56252,155,072 82.54
CRGi38,328,9372,961,194194,70541,484,8354,270,925 971.33
FPp37,665,5921,289,57418,60338,973,7691,989,471 1,959.00
MCp35,860,75485,375603,45336,549,58229,022,975 125.93
MAERBc34,058,69139,528034,098,21921,812,743 156.32
BARCl30,737,0502,822,6247,27633,566,9504,419,509 759.52
ADYENa31,922,0440031,922,04425,934,520 123.09
VODl29,713,5311,553,14711,70431,278,3822,297,201 1,361.59
BARNz30,345,6060030,345,60624,112,766 125.85
AALl27,011,7521,075,242169,05428,256,0486,112,891 462.24
BMWd19,999,8734,988,7331,543,27126,531,87711,251,488 235.81
RMSp16,068,8140016,068,81410,805,106 148.72
PGHNz15,352,6890015,352,68912,322,237 124.59
HSBAl14,441,924126,301014,568,224205,912 7,074.98
AMp13,048,3100013,048,31011,147,076 117.06
STMNz13,019,3090013,019,30910,804,968 120.49
BNPp10,736,0461,623,301651,79113,011,13811,846,956 109.83
BATSl12,068,77132,028012,100,8002,783,401 434.75

Data for 2021-01-11 to 2021-01-15 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.