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)
DBXDd 195,655,9734,990,8820200,646,8551,029,750 19,485.01
ULVRl 147,397,181536,2950147,933,4763,180,314 4,651.54
KERp 129,136,51216,795,569271145,932,3527,716,882 1,891.08
BAYNd 89,620,03236,511,40336,439126,167,87370,042,977 180.13
EL4Ad 96,614,501566,592097,181,09373,033 133,064.63
AMSe 76,279,4304,525,137080,804,56711,885,148 679.88
BATSl 71,232,7082,439,448073,672,1567,431,743 991.32
IAGe 70,309,393116,48057770,426,4511,442,412 4,882.55
ATLm 18,809,98428,966,1585,27947,781,42220,269,436 235.73
VODl 38,812,1347,896,092046,708,2266,589,743 708.80
AMp 46,406,47490,373046,496,847975,879 4,764.61
EXS1d 38,528,1975,745,414044,273,6122,416,347 1,832.25
BBVAe 39,497,2513,713,9972,46343,213,71118,291,480 236.25
CSGNz 36,944,0302,506,258039,450,2896,849,905 575.92
SPRd 39,306,86369,353039,376,216592,009 6,651.29
SANp 32,790,3084,552,636037,342,94418,373,626 203.24
BPEm 35,637,235166,365035,803,6001,159,180 3,088.70
BNPp 28,278,4466,697,40616534,976,01723,927,139 146.18
INGAa 29,335,1145,002,5362,34034,339,99021,839,910 157.24
NESTEh 33,129,941377,282033,507,2243,762,971 890.45
SIEd 31,344,3651,964,0691,38133,309,81415,967,343 208.61
TEFe 31,691,1751,105,734032,796,9095,659,055 579.55
MCp 28,090,7502,294,421030,385,17111,406,996 266.37
AENAe 26,786,505585,403027,371,9083,205,472 853.91
MBm 5,502,35621,086,3112,10226,590,7693,246,549 819.05

Data for 2018-08-13 to 2018-08-17 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.