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)
TITm 456,775,49685,1300456,860,627972,301 46,987.57
LINd 160,169,3112,118,2090162,287,5207,607,513 2,133.25
RIOl 145,540,5765,629,8650151,170,44111,917,621 1,268.46
BATSl 114,453,9741,305,3590115,759,3335,268,927 2,197.02
AZNl 90,369,5013,019,266093,388,76711,366,964 821.58
ADSd 88,836,7561,328,367090,165,1228,351,276 1,079.66
NOVNz 78,607,6796,489,327085,097,00642,283,885 201.25
MRKd 78,495,028686,752079,181,7805,989,870 1,321.93
MTa 69,489,0772,372,221071,861,2999,459,206 759.70
BAERz 69,163,153902,033070,065,1864,034,269 1,736.75
ROGz 58,278,82810,467,261068,746,08939,660,746 173.34
BNPp 55,207,8604,407,921059,615,78024,275,641 245.58
GSKl 57,100,8051,146,135058,246,9406,885,205 845.97
BPl 55,155,7521,352,028056,507,7808,083,704 699.03
NOVOBc 53,182,4961,613,075149,71854,945,28910,481,789 524.20
RENa 53,361,965404,719053,766,6842,552,450 2,106.47
1COVd 50,560,9701,487,611052,048,5816,100,006 853.25
NESNz 47,310,1144,717,154052,027,26728,829,429 180.47
DAId 46,881,9403,216,320050,098,25918,680,992 268.18
AKZAa 47,970,413896,625048,867,0384,470,810 1,093.02
BASd 44,583,1653,238,619047,821,78413,083,946 365.50
SANp 40,543,7324,231,49282244,776,04616,569,545 270.23
SGREe 43,751,009718,509044,469,5182,565,636 1,733.27
MROl 43,034,937220,902043,255,8391,061,286 4,075.79
VOW3d 39,234,1743,659,772042,893,94623,451,112 182.91

Data for 2019-04-12 to 2019-04-18 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.