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)
RSAl149,683,854104,6700149,788,5252,522,130 5,938.97
AZNl126,135,6108,647,1390134,782,75053,192,686 253.39
RDSBl110,493,9611,232,7150111,726,67612,323,912 906.58
PRUl90,587,93816,092,5140106,680,45212,694,074 840.40
BARCl86,548,4512,705,711089,254,16211,512,950 775.25
ENTl66,732,33511,509,366078,241,70111,013,171 710.44
QIAd78,152,2271,593078,153,82038,488 203,060.23
CPGl68,871,0491,058,835069,929,8847,495,532 932.95
AALl66,886,2282,654,539069,540,76719,869,349 349.99
ULVRl59,057,4793,142,137062,199,61633,966,308 183.12
ORSTEc62,002,57323,424062,025,998863,013 7,187.15
BPl51,432,9168,759,804060,192,72023,814,322 252.76
ITXe52,497,40813,171052,510,579472,823 11,105.76
RELl51,488,337635,586052,123,9235,444,305 957.40
DHERd48,625,8973,417048,629,314316,312 15,373.84
XAD1m46,569,876100,594046,670,4704,374 1,066,997.49
DGEl40,454,0102,467,032042,921,04217,940,729 239.24
FRp39,837,2919,722039,847,014118,399 33,654.86
AENAe39,740,47023,531039,764,001108,639 36,601.96
PHAUm39,592,2220039,592,2220 n/a
UUl36,395,470209,357036,604,8282,279,131 1,606.09
ABFl35,489,517995,450036,484,9683,684,495 990.23
ENELm31,777,52351,745031,829,269217,490 14,634.82
BNp31,687,07124,193031,711,264113,924 27,835.46
HSBAl29,160,6732,402,136031,562,8099,792,308 322.32

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.