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)
BARCl161,870,4005,252,8200167,123,2209,537,672 1,752.24
HSBAl118,417,6445,588,1110124,005,75512,386,661 1,001.12
RSAl120,653,975757,4660121,411,4414,335,698 2,800.27
DHERd82,178,99211,384082,190,376167,794 48,982.91
ALOp79,279,96773,182079,353,149161,256 49,209.42
TKWYa74,570,506285,118074,855,624719,381 10,405.56
AZNl56,692,3669,674,996066,367,36258,274,357 113.89
AIRp53,636,311144,575053,780,886607,474 8,853.20
BPl48,749,9403,431,944052,181,88415,394,889 338.96
CPGl47,309,0503,069,660050,378,7106,850,440 735.41
ULVRl45,894,9663,735,649049,630,61526,046,428 190.55
ITXe44,568,82570,712044,639,53752,693 84,716.26
DIMp43,508,3220043,508,32286,753 50,151.95
BVICl42,747,939132,270042,880,2091,186,273 3,614.70
AVl38,902,1282,665,187041,567,3154,868,732 853.76
MNDIl41,065,114321,025041,386,1383,108,915 1,331.21
PSNl39,333,952555,560039,889,5122,969,008 1,343.53
RIOl33,228,1826,565,030039,793,21223,633,531 168.38
ADSd37,629,365141,255037,770,61924,445 154,512.66
BNRd37,057,2170037,057,21717,676 209,647.08
DGEl33,389,4821,741,739035,131,22011,986,939 293.08
BMWd34,906,235104,732035,010,966207,665 16,859.35
GFSl31,815,107508,076032,323,1821,861,676 1,736.24
ENp31,870,1587,331031,877,48915,667 203,469.00
EXS1d28,333,2341,627,730029,960,9641,554,057 1,927.92

Data for 2021-01-18 to 2021-01-22 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.