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
Liquidity Opportunity
(% of ADN)
ATSv 313,030,68600313,030,6860 n/a
BCm 207,451,34000207,451,340107,655 192,700.14
DSMa 94,771,78471,849,126353,038166,973,94812,211,880 1,367.31
DB1d 77,752,05133,774,747244,715111,771,5138,160,194 1,369.72
DANSKc 102,016,4471,331,779679103,348,9051,006,588 10,267.25
AZNl 48,541,46747,109,245217,30995,868,0218,012,162 1,196.53
BNPp 93,347,3151,286,30662,99194,696,6121,689,651 5,604.51
HEN3d 49,424,60534,945,319277,35384,647,2778,415,332 1,005.87
NOKIAh 72,573,1440072,573,1440 n/a
DUFNz 67,981,6470067,981,6470 n/a
AADd 61,581,5410061,581,54122,423 274,635.60
SGOp 28,501,03329,469,55390,23158,060,8173,071,486 1,890.32
BMWd 49,901,50565,735049,967,24023,777,936 210.14
SCMNz 26,390,9962,177,81317,263,11645,831,92616,524,062 277.36
CARLBc 36,166,47575,9314,50236,246,907563,369 6,433.95
CLNz 35,063,33589,88257,38535,210,602321,280 10,959.48
UBIm 11,913,19422,795,42917,59834,726,2221,501,584 2,312.64
EQNRo 30,357,1050030,357,1057,103,420 427.36
CHRc 28,459,96163,4648,76728,532,1931,441,989 1,978.67
ACAp 15,137,89612,510,973210,57727,859,4461,292,165 2,156.03
GBLBb 24,976,56374,8158,25925,059,6371,137,094 2,203.83
MUV2d 22,980,091873,994942,80224,796,88725,565,539 96.99
ZURNz 19,185,912296,4811,045,19920,527,59230,337,718 67.66
SIEd 20,103,145342,93315,17120,461,24910,764,975 190.07
RDSAa 19,665,2860019,665,2860 n/a

Data for 2019-02-18 to 2019-02-22 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.