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)
CRGi 4,335,899,895612,84904,336,512,7448,500,634 51,013.99
PPBi 276,941,192257,1620277,198,3541,673,415 16,564.83
RENa 256,551,145345,2330256,896,3793,672,562 6,995.02
CLNXe 176,667,292134,9930176,802,2851,649,917 10,715.83
DBXDd 133,166,9073,434,8080136,601,715431,819 31,634.02
UNAa 113,573,8135,926,0560119,499,86920,954,084 570.29
RDSAl 70,048,7353,125,478073,174,21321,596,461 338.83
NTGYe 65,770,787212,881065,983,6681,735,866 3,801.20
EXS1d 56,513,0112,238,371058,751,3832,311,741 2,541.43
BAl 58,172,780469,305058,642,0843,030,808 1,934.87
EL4Ad 54,704,2600054,704,260110,704 49,414.89
TRNm 46,156,679241,629046,398,3092,684,732 1,728.23
STMp 41,425,692553,809041,979,5012,007,718 2,090.91
ENGe 39,287,5591,687,182040,974,7412,342,557 1,749.15
RDSAa 37,016,2793,145,232040,161,51018,551,556 216.49
Gm 39,323,366556,684039,880,0506,631,690 601.36
ISPm 38,466,0761,288,548039,754,6249,005,411 441.45
ROGz 36,147,8053,031,867039,179,67233,655,005 116.42
FPp 31,826,3332,691,167034,517,50013,355,875 258.44
DGEl 32,629,5911,726,095034,355,68611,280,586 304.56
IGYd 33,945,77171,510034,017,281587,619 5,789.00
BHPl 32,670,1051,190,415033,860,5214,013,527 843.66
SANe 31,385,0811,982,206033,367,28713,721,633 243.17
BNp 32,298,755654,881032,953,6364,952,505 665.39
NESNz 28,218,6564,232,189032,450,84525,444,867 127.53

Data for 2019-01-14 to 2019-01-18 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.