CXE Maker Opportunity
| Symbol | Missed 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) |
|---|---|---|---|---|---|---|
| AZNl | 197,674,591 | 86,312,176 | 3,785,382 | 287,772,148 | 153,946,688 | 186.93 |
| DSMa | 100,802,751 | 100,122,436 | 3,484,286 | 204,409,474 | 124,332,691 | 164.41 |
| IMEUl | 201,977,882 | 0 | 0 | 201,977,882 | 0 | n/a |
| DB1d | 106,097,766 | 70,566,245 | 3,010,029 | 179,674,040 | 113,443,175 | 158.38 |
| HEN3d | 48,991,527 | 43,743,088 | 1,790,290 | 94,524,905 | 60,881,210 | 155.26 |
| ORp | 77,491,575 | 39,728 | 5,296,025 | 82,827,329 | 100,297,016 | 82.58 |
| PRUl | 73,766,662 | 509,070 | 364,577 | 74,640,309 | 11,422,003 | 653.48 |
| SCMNz | 51,430,768 | 3,737,687 | 15,191,421 | 70,359,876 | 152,306,375 | 46.20 |
| SAFp | 58,870,295 | 1,710,070 | 751,646 | 61,332,011 | 21,538,359 | 284.76 |
| CONd | 30,783,811 | 23,360,966 | 4,375,775 | 58,520,553 | 47,107,118 | 124.23 |
| ZURNz | 43,336,941 | 393,606 | 12,760,926 | 56,491,473 | 118,463,902 | 47.69 |
| RDSAa | 45,191,333 | 20,827 | 0 | 45,212,160 | 145,358 | 31,104.01 |
| SGOp | 19,489,588 | 24,666,852 | 1,045,438 | 45,201,879 | 30,199,638 | 149.68 |
| DGEl | 40,105,170 | 263,693 | 1,227,239 | 41,596,102 | 27,650,848 | 150.43 |
| FPp | 38,255,315 | 1,072,084 | 136,277 | 39,463,676 | 4,906,295 | 804.35 |
| GALPu | 37,842,394 | 203,023 | 15,379 | 38,060,797 | 537,040 | 7,087.14 |
| NOVNz | 35,754,190 | 976,868 | 151,472 | 36,882,530 | 4,390,618 | 840.03 |
| LINd | 32,638,278 | 0 | 2,371,274 | 35,009,552 | 48,660,085 | 71.95 |
| MUV2d | 24,040,983 | 864,063 | 7,454,193 | 32,359,239 | 54,937,395 | 58.90 |
| ATOp | 29,848,519 | 802,349 | 370,706 | 31,021,574 | 10,730,521 | 289.10 |
| UHRz | 23,747,713 | 1,343,548 | 5,923,228 | 31,014,488 | 75,841,813 | 40.89 |
| SRENz | 24,960,389 | 731,695 | 4,031,893 | 29,723,977 | 58,698,684 | 50.64 |
| CARLBc | 29,246,260 | 42,100 | 47,230 | 29,335,590 | 1,578,297 | 1,858.69 |
| KBCb | 27,909,718 | 0 | 0 | 27,909,718 | 23,768 | 117,425.61 |
| UCBb | 25,493,031 | 527,313 | 310,924 | 26,331,268 | 8,091,050 | 325.44 |
Data for 2019-02-11 to 2019-02-15 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.