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)
EDPu 112,420,828150,787771112,572,3871,493,430 7,537.84
RIOl 63,779,45141,251,8290105,031,28020,890,594 502.77
CASTs 88,953,47630,79321988,984,489499,578 17,811.93
CFRz 65,679,31614,497,484080,176,79933,067,831 242.46
HEN3d 75,075,084563,010075,638,0945,355,418 1,412.37
RY4Ci 69,466,784411,727069,878,5111,331,593 5,247.74
GRFe 66,557,9601,808,958068,366,9185,076,174 1,346.82
TEFe 65,674,0141,063,346066,737,3607,778,036 858.02
BNPp 59,277,4962,778,3659,10162,064,96210,077,113 615.90
FERe 60,194,228880,499061,074,7283,706,044 1,647.98
BAYNd 52,852,9587,096,82914,23059,964,01715,774,225 380.14
SANp 51,265,5616,759,006058,024,56718,969,714 305.88
CAPp 57,107,461331,641057,439,1033,152,133 1,822.23
SHPl 51,167,9284,210,2721,07055,379,27015,772,495 351.11
FMEd 54,244,985686,6731,51754,933,1755,507,744 997.38
BVIp 53,421,772114,307053,536,0791,532,315 3,493.80
EXS1d 49,621,8501,440,288051,062,1381,255,877 4,065.86
DBXDd 50,176,187556,518050,732,70519,894 255,015.11
VODl 38,553,2115,274,4271,12543,828,76214,461,791 303.07
MANd 42,361,080419,159042,780,2392,671,715 1,601.23
ABIb 38,504,2462,653,5362,10641,159,88712,897,406 319.13
ALVd 36,523,8264,049,421040,573,24723,616,013 171.80
FPp 32,371,7395,226,286037,598,02624,115,749 155.91
BATSl 28,643,2008,265,19660936,909,00623,975,646 153.94
BIMp 36,738,30063,831036,802,1311,232,013 2,987.15

Data for 2018-11-09 to 2018-11-15 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.