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)
AALl 355,029,1832,371,943697357,401,8225,590,239 6,393.32
GLENl 214,123,8182,905,509371217,029,6989,339,991 2,323.66
AMSe 210,444,5513,819,3073,309214,267,16714,320,356 1,496.24
UNAa 50,295,25595,864,1040146,159,36020,691,724 706.37
GVCl 121,033,8821,671,252411122,705,5462,785,727 4,404.79
DBXDd 91,787,308647,373092,434,681368,995 25,050.39
SGSNz 73,040,2491,781,622074,821,8717,233,265 1,034.41
SANe 70,103,6343,700,8251,81373,806,27218,142,673 406.81
NOVOBc 64,047,1173,035,829471,96767,554,91317,773,952 380.08
BAYNd 55,307,37711,317,64620,44066,645,46221,378,186 311.75
BNPp 60,871,3372,894,530063,765,86817,507,317 364.22
MCp 49,407,35210,569,096059,976,44835,388,161 169.48
ATLm 57,098,315392,521057,490,8362,406,566 2,388.92
ASMLa 49,564,2886,721,0685,49456,290,85016,864,578 333.78
FPp 44,844,4005,956,366050,800,76726,922,630 188.69
BATSl 38,321,50612,357,4072,52150,681,43418,332,419 276.46
AIRp 43,873,4866,096,027049,969,51314,802,240 337.58
EL4Ad 49,833,8030049,833,803219,259 22,728.28
UPMh 45,946,2642,878,94417,67348,842,88111,166,231 437.42
REEe 44,990,1392,882,475047,872,6145,608,093 853.63
HSBAl 44,981,7242,742,211047,723,93412,268,950 388.98
BTl 20,909,47126,812,678047,722,1487,634,252 625.11
ULVRl 45,492,3191,419,751046,912,0706,439,962 728.45
BMWd 38,040,1456,247,06279444,288,00213,367,487 331.31
NESNz 26,134,15317,699,695043,833,84834,087,329 128.59

Data for 2018-10-10 to 2018-10-16 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.