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)
CAp 650,973,889900,0890651,873,979995,422 65,487.20
FPp 329,551,98712,042,7970341,594,7848,124,188 4,204.66
VODl 257,825,81828,472,9420286,298,7616,991,686 4,094.85
MLp 262,576,0281,805,3820264,381,41115,147,024 1,745.43
VWSc 31,909,72045,561,234077,470,9541,312,359 5,903.18
BMWd 70,835,6141,168,071072,003,684108,913,309 66.11
RBSl 28,199,7308,181028,207,910333,838 8,449.58
NXTl 16,635,4360016,635,4360 n/a
HSBAl 14,067,3623,801014,071,16311,499 122,368.58
ASMLa 10,473,7871,351,794011,825,58113,256,826 89.20
GLEp 10,422,252991,565011,413,8172,159,374 528.57
NESNz 10,785,5450010,785,54526,524 40,663.34
MCp 8,887,8076,73908,894,54633,384,372 26.64
ADSd 7,329,05642,04407,371,10010,068,056 73.21
BPl 5,022,8592,288,37707,311,2353,493,174 209.30
NOVNz 7,021,449125,34107,146,7907,789,704 91.75
SCMNz 6,824,805006,824,80512,185,756 56.01
ROGz 6,651,931137,84306,789,77411,378,829 59.67
RDSAa 6,155,51412,99906,168,513236,136 2,612.27
ALVd 5,983,744136,28106,120,02511,080,927 55.23
UHRz 5,139,366005,139,3668,155,691 63.02
ACp 4,111,756983,23105,094,9871,179,131 432.10
BNPp 4,959,909117,77605,077,6845,570,025 91.16
ZURNz 4,972,59551,62905,024,2249,274,092 54.17
ORp 4,729,49982,92104,812,42013,354,075 36.04

Data for 2019-04-12 to 2019-04-18 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.