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 127,292,57600127,292,576139,241 91,418.89
UTDId 102,842,502934,1880103,776,6902,700,928 3,842.26
FMEd 82,138,968340,498082,479,4665,278,899 1,562.44
BAYNd 70,018,3782,935,5032,26672,956,14813,763,232 530.08
FPp 58,537,6627,984,531066,522,19320,468,422 325.00
EL4Ad 56,727,39051,674056,779,06457,473 98,792.59
BEFBb 53,249,1683,753053,252,92144,695 119,147.38
SHPl 29,539,10021,382,632050,921,7326,940,849 733.65
AENAe 38,775,8711,608,840040,384,7113,741,281 1,079.44
EXS1d 24,734,2595,626,686030,360,9441,279,985 2,371.98
AIRp 23,413,3585,399,244028,812,6039,608,464 299.87
CMBNz 25,636,703666,043026,302,746787,563 3,339.76
LONNz 24,873,2901,109,569025,982,8597,705,206 337.21
ROGz 20,007,3835,683,115025,690,49742,778,288 60.05
IBEe 20,036,9033,970,5111,82324,009,23622,481,723 106.79
BBVAe 22,175,9291,724,2481,09023,901,26613,215,773 180.85
LLOYl 20,945,5532,324,038023,269,5915,253,390 442.94
ELIORp 22,315,26966,957022,382,226681,944 3,282.12
RBl 19,758,2591,943,656021,701,9155,705,294 380.38
KOGo 21,188,62375,398021,264,022332,907 6,387.38
TRIp 20,243,054770,666021,013,720792,585 2,651.29
BNPp 19,379,5841,599,818020,979,40216,033,055 130.85
BPl 16,348,3844,308,474020,656,85715,866,164 130.19
AALBa 20,370,102137,556020,507,6581,007,543 2,035.41
ATCOAs 18,936,8991,352,7603,70720,293,3668,284,139 244.97

Data for 2018-07-09 to 2018-07-13 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.