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)
KYGAl 101,777,65600101,777,6560 n/a
AUTNz 89,013,0322,598,433091,611,46532,947 278,057.08
AZNl 34,215,51749,495,110120,26583,830,89220,221,850 414.56
RIp 81,012,072150,607081,162,6795,883,450 1,379.51
AFp 78,684,951467078,685,418180,585 43,572.51
BVBd 67,325,77239,678067,365,45118,524 363,665.79
SCMNz 44,783,2122,053,50311,011,46557,848,18020,427,445 283.19
HSBAl 35,608,9553,007,467038,616,422581,202 6,644.23
FPp 29,430,476719,320030,149,7974,837,368 623.27
VODl 15,419,42111,069,6513426,489,1062,940,343 900.88
ITPp 22,103,391692,937022,796,328209,235 10,895.08
LGENl 2,541,23619,604,42357922,146,2393,313,519 668.36
UHRz 20,461,476832,877527,80421,822,15713,103,121 166.54
ZURNz 19,573,73593,696776,74420,444,17431,922,951 64.04
BNPp 17,513,754659,227018,172,98130,074,487 60.43
BMWd 17,779,766186,179017,965,94515,596,448 115.19
SANp 17,638,1852,467017,640,652197,086 8,950.74
DCCl 16,824,2030016,824,2030 n/a
LXSd 13,978,6930013,978,6930 n/a
ATLm 13,406,20296,427013,502,62921,668 62,315.99
DAId 11,962,2160011,962,216222,348 5,379.95
SIEd 11,829,37649,965011,879,341397,026 2,992.08
PHIAa 10,545,3501,942010,547,2928,906,113 118.43
BAYe 10,255,0630010,255,0630 n/a
BAYNd 9,627,834009,627,8340 n/a

Data for 2019-03-18 to 2019-03-22 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.