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)
ERFp 206,738,9251,825,5890208,564,5142,358,611 8,842.68
DBXDd 97,573,892938,108098,512,000307,545 32,031.74
FPp 80,385,9206,769,135087,155,05539,214,977 222.25
TEFe 77,953,0653,760,675081,713,7406,801,379 1,201.43
ATCOAs 59,267,336842,1011,81260,111,2498,340,852 720.68
AENAe 57,021,8992,724,336059,746,2355,779,350 1,033.79
EL4Ad 58,853,844513,677059,367,52168,828 86,254.90
BAYNd 55,835,1162,992,1258,27758,835,51916,616,012 354.09
SAPd 48,210,9073,280,887051,491,79519,020,733 270.71
KNEBVh 49,757,673381,160050,138,8332,122,852 2,361.86
SANe 43,672,6392,890,325046,562,96420,422,528 228.00
SIEd 40,268,7853,986,639044,255,42424,011,892 184.31
ROGz 35,818,0564,544,4481,82740,364,33244,005,334 91.73
RBl 37,311,9802,931,524040,243,5058,018,629 501.88
SANp 37,540,1502,418,067039,958,21715,498,401 257.82
DAId 30,910,4707,685,278038,595,74732,198,521 119.87
VOW3d 31,837,5464,533,993036,371,53915,423,125 235.82
DNBo 33,640,1222,640,691036,280,8136,596,150 550.03
CFRz 32,986,1352,280,25296035,267,34719,733,298 178.72
AMSe 28,656,8521,672,166030,329,01810,994,722 275.85
BMWd 24,393,5534,814,593029,208,14615,837,623 184.42
UCGm 26,417,0532,002,329028,419,38212,949,545 219.46
GLEp 23,102,6643,052,264026,154,92812,762,201 204.94
NESNz 20,274,7904,941,083025,215,87332,403,804 77.82
RNOp 23,209,545904,495024,114,0405,378,900 448.31

Data for 2018-06-18 to 2018-06-22 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.