DXE 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)
MCp412,756,48812,054,5610424,811,04954,672,173 777.02
AIRp292,728,67525,694,0660318,422,74143,321,536 735.02
AENAe207,048,0261,011,7090208,059,7346,213,936 3,348.28
NESTEh144,662,2821,952,6030146,614,88414,220,662 1,031.00
SIEd93,889,0506,452,1780100,341,22731,275,749 320.83
IFXd86,343,59310,087,591096,431,18446,189,209 208.77
ERICBs91,237,6403,327,291094,564,93117,961,591 526.48
CAp52,666,29041,446,868094,113,15873,355,151 128.30
ORSTEc83,208,7207,801,345091,010,06435,760,912 254.50
REPe85,185,095757,712085,942,8078,003,510 1,073.81
ABNa70,640,8291,028,676071,669,5057,442,935 962.92
DTEd63,288,9061,113,433064,402,33918,064,926 356.50
ASMLa52,591,4999,780,882062,372,38275,255,523 82.88
QIAd61,200,074682,034061,882,1084,197,608 1,474.22
MONCm56,100,5891,777,297057,877,88510,686,935 541.58
FPp48,348,0798,358,849056,706,92846,580,332 121.74
VWSc43,875,77911,928,223055,804,00246,931,752 118.90
GLEp52,931,3332,072,076055,003,40910,949,813 502.32
GJFo54,517,160215,834054,732,9941,752,426 3,123.27
ITXe52,515,2871,531,009054,046,29516,172,893 334.18
VOW3d45,898,7018,006,594053,905,29555,343,929 97.40
WLNp51,519,6701,240,321052,759,99115,523,407 339.87
EQNRo45,198,4444,749,312049,947,75518,384,141 271.69
ALVd43,808,2463,662,805047,471,05021,047,464 225.54
CRGi43,186,661657,076043,843,7375,975,086 733.78

Data for 2021-01-08 to 2021-01-14 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.