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)
SHPl 64,626,72846,460,0160111,086,74425,702,015 432.21
DIAe 108,372,738159,3250108,532,0641,484,100 7,312.99
DBXDd 96,017,1111,701,555097,718,666306,299 31,903.03
RRl 92,399,7093,156,178095,555,8883,986,715 2,396.86
NGl 78,886,3203,312,011082,198,3315,452,992 1,507.40
CFRz 65,971,2311,584,367067,555,59816,159,563 418.05
BAYNd 61,580,9025,029,7483,45166,614,10214,190,896 469.41
KBCb 61,401,596793,957062,195,5534,153,856 1,497.30
BATSl 40,163,63217,021,370057,185,00121,881,459 261.34
ELEe 48,276,2341,237,784049,514,0182,072,213 2,389.43
SANe 42,298,2375,403,793047,702,02929,034,416 164.29
UCGm 45,030,7992,596,233047,627,03312,020,968 396.20
NESNz 28,740,66115,726,13715144,466,95056,501,879 78.70
SAPd 32,223,0679,531,210041,754,27727,221,442 153.39
SMINl 40,008,228558,116040,566,3432,607,698 1,555.64
ABIb 34,171,5802,719,540036,891,12113,285,628 277.68
ELISAh 36,132,950750,1781,51436,884,6422,454,334 1,502.84
NOVNz 27,345,3738,978,115036,323,48952,274,300 69.49
BPl 22,556,05412,988,352035,544,40617,471,362 203.44
ASMLa 24,652,5238,796,2781,03133,449,83234,271,842 97.60
INGAa 30,448,5042,801,801033,250,30511,270,518 295.02
TEFe 25,287,0886,958,154032,245,2426,910,471 466.61
SUp 10,616,21821,250,158031,866,37614,195,366 224.48
HEIAa 27,837,2003,358,975031,196,1759,050,730 344.68
ROGz 21,981,5278,804,229030,785,75640,258,515 76.47

Data for 2018-04-18 to 2018-04-24 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.