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)
EXS1d118,441,3647,742,4100126,183,7752,019,654 6,247.79
INGAa88,383,131814,085089,197,2176,972,519 1,279.27
BAYNd75,890,0023,442,191079,332,1938,938,337 887.55
DBXDd71,877,2242,914,392074,791,616599,531 12,475.02
ASMa63,244,336143,529063,387,865516,541 12,271.60
SIEd56,578,1731,563,933058,142,1065,968,971 974.07
DTEd34,849,19210,631,801045,480,9934,883,373 931.34
FERe43,213,0041,034,619044,247,6234,425,533 999.83
DPWd42,019,3081,276,968043,296,2761,988,680 2,177.14
G24d40,040,19069,358040,109,548735,985 5,449.78
DGp35,286,5823,894,510039,181,0935,699,866 687.40
ABIb37,380,1251,232,283038,612,4084,533,926 851.63
BATSl37,480,920528,499038,009,4192,223,650 1,709.33
LEGd37,580,941325,050037,905,9911,018,002 3,723.57
LLOYl36,603,105393,279036,996,3843,173,144 1,165.92
FPp32,268,5643,575,262035,843,82611,919,653 300.71
UCBb34,671,40741,646034,713,052557,360 6,228.12
DBPDd33,824,569529,154034,353,72278,669 43,668.69
MTXd32,753,228144,317032,897,5451,669,515 1,970.49
PRUl30,360,413862,770031,223,1836,822,392 457.66
LYY7d29,586,2260029,586,226205,993 14,362.73
SAPd27,230,7472,181,158029,411,9048,175,382 359.76
LYQLd28,155,958332,224028,488,18252,935 53,817.29
DAId24,394,2304,067,513028,461,7436,553,886 434.27
MCp26,290,5911,120,269027,410,8609,543,123 287.23

Data for 2019-08-19 to 2019-08-23 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.