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)
BNp 106,302,1382,197,192843108,500,1738,171,377 1,327.81
UGp 104,434,898535,3210104,970,2194,143,149 2,533.59
DBXDd 78,302,994711,887079,014,881609,261 12,968.97
ABIb 72,018,7742,841,727074,860,50110,409,568 719.15
CFRz 71,170,2632,820,671073,990,93419,015,618 389.11
DGEl 62,417,5132,904,661065,322,17410,637,222 614.09
UNAa 60,570,1323,046,994063,617,12617,755,262 358.30
BBVAe 54,496,4042,535,835057,032,23916,731,659 340.86
SANe 43,807,2336,272,729050,079,96234,761,955 144.07
SGROl 48,595,473719,342049,314,815461,355 10,689.13
RDSAl 44,288,7361,728,163046,016,89926,050,172 176.65
COLOBc 44,669,4461,016,789045,686,2353,202,122 1,426.75
BREm 44,799,591450,758045,250,3491,728,915 2,617.27
BATSl 37,349,5615,728,546043,078,10711,862,967 363.13
ITXe 29,313,08311,533,373040,846,45520,569,764 198.58
BPl 31,819,9898,054,607039,874,59628,662,397 139.12
HOTd 35,922,7481,163,362037,086,1092,073,035 1,788.98
EL4Ad 36,614,8880036,614,88814,167 258,451.95
DAId 30,397,7004,306,68544434,704,82935,367,603 98.13
AZNl 30,022,5533,546,929033,569,48214,418,492 232.82
REPe 28,630,1094,717,612033,347,72123,695,799 140.73
RNOp 30,745,9422,247,384032,993,3269,814,916 336.15
BNPp 28,745,8424,204,350032,950,19222,288,559 147.83
ALVd 31,509,7491,136,431032,646,17913,519,898 241.47
RDSAa 23,378,3998,367,4894,58431,750,47132,810,269 96.77

Data for 2018-05-21 to 2018-05-25 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.