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)
AZNl 197,674,59186,312,1763,785,382287,772,148153,946,688 186.93
DSMa 100,802,751100,122,4363,484,286204,409,474124,332,691 164.41
IMEUl 201,977,88200201,977,8820 n/a
DB1d 106,097,76670,566,2453,010,029179,674,040113,443,175 158.38
HEN3d 48,991,52743,743,0881,790,29094,524,90560,881,210 155.26
ORp 77,491,57539,7285,296,02582,827,329100,297,016 82.58
PRUl 73,766,662509,070364,57774,640,30911,422,003 653.48
SCMNz 51,430,7683,737,68715,191,42170,359,876152,306,375 46.20
SAFp 58,870,2951,710,070751,64661,332,01121,538,359 284.76
CONd 30,783,81123,360,9664,375,77558,520,55347,107,118 124.23
ZURNz 43,336,941393,60612,760,92656,491,473118,463,902 47.69
RDSAa 45,191,33320,827045,212,160145,358 31,104.01
SGOp 19,489,58824,666,8521,045,43845,201,87930,199,638 149.68
DGEl 40,105,170263,6931,227,23941,596,10227,650,848 150.43
FPp 38,255,3151,072,084136,27739,463,6764,906,295 804.35
GALPu 37,842,394203,02315,37938,060,797537,040 7,087.14
NOVNz 35,754,190976,868151,47236,882,5304,390,618 840.03
LINd 32,638,27802,371,27435,009,55248,660,085 71.95
MUV2d 24,040,983864,0637,454,19332,359,23954,937,395 58.90
ATOp 29,848,519802,349370,70631,021,57410,730,521 289.10
UHRz 23,747,7131,343,5485,923,22831,014,48875,841,813 40.89
SRENz 24,960,389731,6954,031,89329,723,97758,698,684 50.64
CARLBc 29,246,26042,10047,23029,335,5901,578,297 1,858.69
KBCb 27,909,7180027,909,71823,768 117,425.61
UCBb 25,493,031527,313310,92426,331,2688,091,050 325.44

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.