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)
BMWd 1,278,728,06731,926,96632,6641,310,687,69723,080,830 5,678.69
TIETOh 1,170,080,082001,170,080,0820 n/a
SIEd 362,926,92499,331,1562,106,267464,364,34722,961,319 2,022.38
BARb 388,740,0372,500,518179,023391,419,578426,521 91,770.29
HEIAa 346,714,5688,064,003261,666355,040,2373,730,982 9,516.00
LRp 269,259,289715,5550269,974,844108,481 248,868.32
DSVc 228,908,73804,298228,913,036126,289 181,261.26
CARLBc 195,181,481143,0097,851195,332,342522,243 37,402.58
HSBAl 187,174,1192,885,6970190,059,81615,673,203 1,212.64
AZNs 150,099,24312,448,9690162,548,212931,959 17,441.56
RDSAl 130,757,91214,394,709612,964145,765,586386,800 37,685.00
UCGm 103,605,53137,030,77221,596140,657,899805,186 17,468.99
AZNl 57,505,58851,534,544206,703109,246,8356,070,078 1,799.76
HEN3d 58,448,00244,927,474285,480103,660,9566,717,089 1,543.24
NOVOBc 90,009,6949,689,91728,66399,728,27435,534,469 280.65
DSMa 54,444,61133,450,477377,91288,273,0007,445,087 1,185.65
DB1d 48,725,88137,446,593254,39786,426,8715,413,163 1,596.61
DANSKc 79,111,7992,113,8959,14781,234,841670,689 12,112.15
AGSb 68,384,972992,20042,35369,419,5253,889,450 1,784.82
CAp 47,822,90816,154,28063,81864,041,0053,368,969 1,900.91
VODl 56,825,8204,389,3876,64361,221,8501,664,989 3,677.01
SCMNz 30,690,8091,626,46210,988,86543,306,13717,844,121 242.69
SGOp 23,393,73414,280,825121,84537,796,4042,510,157 1,505.74
MAERAc 31,802,180953,539949,80833,705,52721,579,828 156.19
VOWd 30,915,7791,548,398032,464,177526,371 6,167.55

Data for 2018-11-06 to 2018-11-12 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.