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)
DBXDd 111,529,63252,3400111,581,972213,671 52,221.39
TUI1d 102,848,379160,539775103,009,6932,855,838 3,606.99
KERp 87,792,9392,477,146090,270,0858,602,353 1,049.37
BATSl 57,907,7979,920,585067,828,38211,430,303 593.41
BAYNd 53,013,6807,985,48711,71561,010,88125,001,457 244.03
EL4Ad 59,841,3490059,841,34963,744 93,877.62
SANe 55,422,4521,980,0702,49957,405,02211,675,688 491.66
BAERz 56,221,573544,853056,766,4265,373,022 1,056.51
FERe 53,640,7611,151,748054,792,5093,710,022 1,476.88
FORTMh 49,994,2722,612,35033,72652,640,3495,688,192 925.43
ISPm 46,470,4583,251,667049,722,12515,758,599 315.52
RIOl 46,547,9942,746,513049,294,5068,985,280 548.61
REPe 42,080,8566,441,611048,522,46715,169,918 319.86
EXS1d 36,008,7291,616,932037,625,6611,736,401 2,166.88
MCp 34,282,5523,024,52052137,307,59313,174,150 283.19
CABKe 35,618,7491,007,6371,75236,628,1388,077,764 453.44
IBEe 35,280,6611,320,991036,601,65213,080,741 279.81
BBVAe 27,274,2207,045,7653,15934,323,14512,595,366 272.51
SHPl 32,267,0871,890,933034,158,0205,926,020 576.41
ASMLa 30,519,8283,396,1442,47233,918,44415,892,468 213.42
EOANd 27,968,0134,811,3995,20732,784,61911,140,982 294.27
BPl 30,550,6941,908,130032,458,82411,387,637 285.04
ROGz 29,498,9451,537,095031,036,04023,194,960 133.81
NOKIAh 29,791,578811,42512,36230,615,3656,079,083 503.62
PHIAa 27,582,7131,758,687029,341,4007,412,628 395.83

Data for 2018-09-12 to 2018-09-18 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.