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)
MCp922,345,01811,891,832535,936934,772,78657,887,178 1,614.82
AMUNp494,722,640395,255,5110889,978,1511,508,571 58,994.78
EXPNl233,150,9091,011,6680234,162,5771,393,513 16,803.76
ASMLa147,510,643299,5070147,810,1505,954,845 2,482.18
FPp116,180,472291,24924,333116,496,0541,089,798 10,689.69
BMWd96,674,2863,405,029707,366100,786,68119,169,250 525.77
RSAl52,472,11013,881,620066,353,73091,456 72,552.63
VODl61,394,2762,207,6659,37863,611,3191,573,583 4,042.45
CARLBc54,993,3084,392,947182,28759,568,54253,404,582 111.54
MAERBc50,752,2183,763,417054,515,635272,450,200 20.01
ATCOBs45,343,1130045,343,1130 n/a
VWSc42,184,3262,918,951045,103,2773,726,127 1,210.46
ATLm39,946,260857,508040,803,769363,156 11,235.88
IFXd35,932,4702,801,95018,95538,753,37415,130,204 256.13
SRGm36,903,340100,63679337,004,76993,770 39,463.33
ADYENa27,429,9530027,429,95321,066,390 130.21
EPIAs25,205,480501,863025,707,343429,510 5,985.27
AZNl17,891,2704,681,361112,24422,684,8745,208,674 435.52
AIp22,527,04191,172022,618,2133,779,551 598.44
BARCl18,466,4512,886,4153,62021,356,4864,466,539 478.14
UPMh17,739,04294,796017,833,838470,255 3,792.38
PHIAa16,446,758112,662016,559,420713,081 2,322.24
RMSp14,260,7680014,260,7689,221,568 154.65
CNHIm14,246,3225,627014,251,94969 20,654,998.55
GSKl9,562,0383,325,30222,52912,909,8691,391,132 928.01

Data for 2020-09-14 to 2020-09-18 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.