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)
MAN3d 35,821,175,8000035,821,175,8000 n/a
ADSd 10,125,905,86010,241,807422,63610,136,570,30213,451,873 75,354.34
VOWd 875,375,27710,4960875,385,7741,043,764 83,868.17
NOKIAh 589,964,7484,412,4890594,377,2373,789,833 15,683.47
RBSl 506,824,9284730506,825,4011,634 31,017,466.40
BARCl 457,277,06311,197,7751,913468,476,750522,775 89,613.46
BPl 292,522,83223,812,84937,401316,373,0821,660,877 19,048.56
TEFe 237,723,3212,805,44812,812240,541,580746,589 32,218.74
AZNs 174,445,8685,040,7980179,486,6661,577,800 11,375.76
AZNl 104,365,46667,590,522281,719172,237,7079,953,269 1,730.46
GLENl 164,834,30200164,834,3024,998 3,298,005.24
HSBAl 152,452,2799,869,8180162,322,096187,331 86,649.88
DSVc 138,660,0554,532,51019,656143,212,2211,485,381 9,641.45
HEN3d 71,267,99358,836,701300,239130,404,93310,573,305 1,233.34
TIETOh 129,802,40200129,802,4020 n/a
RDSBl 100,711,49914,505,1789,593115,226,271315,227 36,553.43
DSMa 39,553,28048,327,828216,51388,097,62110,781,575 817.11
DB1d 44,651,73435,794,487267,27480,713,49510,009,217 806.39
BARb 54,221,792522,94293,01454,837,749206,353 26,574.73
RDSAl 51,432,802851,7008,38752,292,889230,464 22,690.26
SCMNz 29,836,8783,187,41818,991,40952,015,70519,788,108 262.86
DGEl 40,659,4529,116,46779,80749,855,7254,189,958 1,189.89
LRp 39,635,1710039,635,1710 n/a
BATSl 33,347,1463,938,69148,27437,334,1121,388,929 2,687.98
ACp 26,958,4027,813,157306,60835,078,1664,162,473 842.72

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.