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)
CABKe 268,037,027236,2100268,273,2374,358,516 6,155.15
NESNz 154,051,6483,712,6000157,764,24725,731,798 613.11
FPp 119,655,9962,879,4880122,535,48419,619,093 624.57
BAYNd 112,483,1551,762,5900114,245,7458,373,154 1,364.43
TITm 94,358,942157,241094,516,1831,407,938 6,713.09
SAPd 68,932,34110,915,529079,847,87031,450,866 253.88
CLNXe 77,317,9561,259,994078,577,9508,138,188 965.55
BEId 75,448,513203,151075,651,6641,855,461 4,077.24
ALIVs 63,267,067139,078063,406,145980,415 6,467.28
DAId 54,428,9756,351,081060,780,05620,205,354 300.81
GLENl 51,827,7515,884,051057,711,8027,328,586 787.49
RNOp 46,893,4351,086,562047,979,9965,538,309 866.33
NOKIAh 44,390,8991,526,17329,10845,946,1797,152,716 642.36
RIp 45,121,513579,066045,700,5793,514,999 1,300.16
BOLp 44,103,99326,940044,130,934206,463 21,374.74
ASMLa 42,127,1171,646,404043,773,52113,517,998 323.82
BMWd 39,867,2373,860,32943,07043,770,63713,149,281 332.87
AMSe 39,013,004680,022039,693,0267,484,583 530.33
SANp 35,953,1841,257,644037,210,8289,302,779 400.00
ATOp 35,109,194281,360035,390,5551,998,273 1,771.06
SPXSl 15,430,32819,523,052034,953,3803,837,219 910.90
BNPp 31,809,6611,318,012033,127,6737,305,960 453.43
DPWd 31,800,5911,012,859032,813,4496,145,821 533.91
ADSd 28,051,3554,444,986032,496,34012,454,664 260.92
AIRp 28,077,9103,884,010031,961,92013,431,352 237.97

Data for 2019-05-13 to 2019-05-17 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.