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 480,141,05518,968,0080499,109,06318,449,334 2,705.30
CAp 474,517,9421,143,8020475,661,7441,320,865 36,011.38
MLp 285,943,0441,224,2570287,167,30114,246,451 2,015.71
BMWd 273,157,0293,697,9650276,854,9943,087,078 8,968.19
VODl 117,417,94121,789,8310139,207,77222,411,957 621.13
GLEp 27,383,179842,217028,225,3962,707,249 1,042.59
NXTl 19,701,3771,112019,702,4891,340 1,470,335.00
HSBAl 12,677,7762,427,395015,105,171280,778 5,379.76
MCp 14,796,76232,222014,828,98426,562,534 55.83
HEIAa 7,410,0967,309,606014,719,7029,569,804 153.81
ACp 13,584,582495,541014,080,1231,298,145 1,084.63
BPl 10,456,4143,049,252013,505,6667,314,559 184.64
BNPp 12,651,679300,054012,951,7335,141,814 251.89
VOWd 10,232,324846,468011,078,79211,338,471 97.71
ASMLa 7,473,5911,837,36809,310,95912,236,090 76.09
ADSd 8,499,77394,51208,594,2849,497,513 90.49
RBSl 8,220,25149,12608,269,3761,438,453 574.88
SCMNz 8,053,750008,053,7509,855,521 81.72
TSCOl 6,111,1941,423,11707,534,3106,533,573 115.32
ALVd 7,002,19357,42407,059,6169,974,934 70.77
ROGz 6,911,67922,72006,934,40010,570,027 65.60
ABIb 6,382,466185,82306,568,2895,048,522 130.10
CORu 6,199,246006,199,2463,159,007 196.24
BARCl 5,963,934215,51106,179,445528,695 1,168.81
ORp 6,011,665116,24006,127,90611,825,308 51.82

Data for 2019-04-12 to 2019-04-18 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.