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 162,186,4951,180,7290163,367,224343,675 47,535.38
SHPl 114,409,71914,084,7740128,494,49331,594,591 406.70
GLENl 82,341,1951,807,235084,148,4307,214,155 1,166.44
RNOp 74,349,8471,256,929075,606,7754,184,997 1,806.61
SIEd 71,375,9232,593,072073,968,99518,319,885 403.76
REPe 67,441,8292,858,551070,300,38016,565,180 424.39
NOVNz 63,073,8056,406,668069,480,47348,409,097 143.53
EL4Ad 66,033,0810066,033,08140,509 163,008.42
EXS1d 58,920,2061,178,527060,098,7332,631,197 2,284.08
SANp 57,157,4312,359,556059,516,98719,486,787 305.42
NOKIAh 51,423,2097,095,97543,78958,562,97312,591,631 465.09
LIp 53,549,055223,567053,772,6231,143,005 4,704.50
SANe 48,491,3663,649,145052,140,51110,064,225 518.08
AIRp 50,169,4681,053,791051,223,2596,107,666 838.67
CFRz 44,732,8933,995,187048,728,08012,795,691 380.82
ROGz 45,345,0102,961,314048,306,32331,969,698 151.10
IFXd 46,118,6381,669,35317447,788,1655,870,856 813.99
CSp 43,178,9872,183,27953845,362,80414,714,797 308.28
MCp 41,953,1932,690,199044,643,39117,795,767 250.87
ALVd 40,996,4053,598,076044,594,48020,790,306 214.50
BBVAe 39,257,6153,706,676042,964,29111,980,453 358.62
FRAd 42,425,835420,691042,846,5261,607,715 2,665.06
SAPd 39,001,6472,226,857041,228,50418,929,124 217.80
EOANd 39,520,2951,083,167040,603,4635,784,389 701.95
SRENz 39,092,510904,040039,996,5508,232,099 485.86

Data for 2018-12-05 to 2018-12-11 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.