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)
BLTl 96,780,2522,116,498098,896,75010,018,055 987.19
JMs 97,384,077498,3461,64497,884,0672,247,490 4,355.26
UCGm 71,112,70924,396,953095,509,66235,153,706 271.69
TITm 73,115,448656,744073,772,1925,496,632 1,342.13
DBXDd 73,702,70860,883073,763,591717,047 10,287.13
SHPl 47,905,01322,380,149070,285,16211,099,386 633.23
SKp 68,962,815217,115069,179,930811,762 8,522.19
NOVOBc 48,220,5839,581,154107,92557,909,66214,550,058 398.00
BASd 46,450,8158,750,534055,201,34922,702,721 243.15
ROGz 43,411,81611,181,52777354,594,11566,295,467 82.35
SANe 40,783,96212,406,843053,190,80433,187,275 160.27
MTa 16,815,55734,917,418051,732,9759,943,581 520.27
IBEe 43,549,8707,252,946050,802,81617,577,684 289.02
GLENl 46,193,9324,033,247050,227,18011,260,445 446.05
SIEd 23,482,05025,643,0062,93049,127,98737,988,553 129.32
TEFe 46,600,1562,001,161048,601,3178,891,751 546.59
NESNz 38,298,6158,419,87616,61746,735,10754,626,129 85.55
ISPm 38,979,8077,295,481046,275,28842,530,167 108.81
VIVp 28,522,51817,675,287046,197,8068,702,743 530.84
SAPd 32,160,11310,298,717042,458,83035,293,247 120.30
LLOYl 39,826,3972,522,826042,349,2236,672,084 634.72
TENm 40,686,7501,036,844041,723,5947,530,387 554.07
UNAa 35,177,4286,459,715041,637,14315,967,846 260.76
ENGe 39,467,1672,003,490041,470,6572,534,934 1,635.97
ASMLa 33,688,1806,182,146039,870,32735,867,119 111.16

Data for 2018-01-15 to 2018-01-19 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.