BXE 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)
SANe 71,437,5272,388,892073,826,41911,022,820 669.76
HMBs 65,758,523925,5182,28866,686,3304,633,217 1,439.31
SANp 61,162,5224,363,02723,34365,548,89220,740,307 316.05
RRl 57,963,128656,621058,619,7492,275,591 2,576.02
SIEd 54,034,7124,305,471058,340,18311,104,438 525.38
SWMAs 53,738,7521,052,3884,28154,795,4213,398,950 1,612.13
BBVAe 53,057,8731,424,227054,482,10010,036,294 542.85
AZNl 45,721,2295,883,456051,604,68517,334,524 297.70
DBXDd 48,573,5371,596,146050,169,683533,473 9,404.35
WRT1Vh 49,242,582374,0604,34349,620,9851,946,013 2,549.88
FPp 44,255,7841,284,848045,540,63113,772,378 330.67
KBCb 44,048,157599,695044,647,8525,775,988 772.99
EXS1d 43,777,439759,442044,536,8816,624,958 672.26
WDId 18,106,03225,047,027043,153,0609,689,153 445.37
ABFl 42,811,611236,775043,048,3861,916,225 2,246.52
QIAd 41,654,461788,396042,442,8584,148,386 1,023.12
SMINl 41,862,67547,371041,910,046521,832 8,031.33
ATCOAs 39,505,8862,263,909041,769,7944,905,870 851.42
RACEm 39,599,9301,229,350040,829,2804,275,763 954.90
DHERd 39,523,062440,238039,963,3001,324,711 3,016.76
UNAa 36,428,1622,302,757038,730,92013,445,021 288.07
RIOl 34,274,0683,959,187038,233,25513,004,075 294.01
IFXd 29,903,4005,703,649035,607,0497,169,998 496.61
KERp 31,161,4674,063,314035,224,78012,936,463 272.29
DGEl 27,660,3146,653,563034,313,87613,432,617 255.45

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.