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)
BASd 308,271,8251,865,0460310,136,8707,702,731 4,026.32
RIp 196,199,734628,6560196,828,3904,057,488 4,850.99
SAPd 136,925,00524,438,4360161,363,44120,556,824 784.96
MANd 122,374,19851,4460122,425,644887,603 13,792.84
KRZi 102,517,357138,1980102,655,5551,245,258 8,243.72
UNAa 94,096,8655,974,8330100,071,69820,140,479 496.87
O2Dd 95,120,79263,053095,183,845592,288 16,070.53
AKEp 93,872,919113,058093,985,9781,430,548 6,569.93
VLAp 87,795,13113,746087,808,87710,180 862,562.64
RY4Ci 81,126,486337,742081,464,2272,402,709 3,390.52
AKZAa 75,911,2821,109,716077,020,9996,917,541 1,113.42
LHNz 61,541,2881,537,923063,079,2115,657,772 1,114.91
NESNz 54,953,0593,990,593058,943,65337,306,322 158.00
ADSd 39,858,31612,962,818052,821,13525,654,483 205.89
VODl 46,837,1985,429,555052,266,7538,148,807 641.40
GENc 50,334,967269,15724,50450,628,6291,678,574 3,016.17
LLOYl 47,335,6241,125,121048,460,7457,463,640 649.29
DGEl 43,942,0182,952,388046,894,40625,818,016 181.63
IAGe 43,871,7551,022,757044,894,5128,948,118 501.72
EPIAs 43,888,558738,744044,627,3031,017,234 4,387.12
CAPp 41,895,526156,896042,052,4222,124,940 1,978.99
FGRp 40,501,909433,361040,935,2702,021,757 2,024.74
ABIb 35,167,9733,125,383038,293,35612,840,408 298.23
BNPp 36,883,3951,134,541038,017,93610,719,878 354.65
NOVNz 33,914,9653,140,130037,055,09425,307,854 146.42

Data for 2019-03-11 to 2019-03-15 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.