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)
AIRp 16,223,50236,239,9311,79152,465,22515,804,384 331.97
RNOp 43,484,626798,632044,283,2573,366,354 1,315.47
NESNz 34,206,2469,405,938043,612,18457,392,797 75.99
ZALd 39,286,6471,803,100041,089,7482,169,008 1,894.40
KERp 31,046,4642,754,148033,800,6135,655,599 597.65
NOVOBc 22,907,7879,329,591685,17432,922,55123,231,544 141.71
IBEe 27,961,1802,506,086030,467,26510,692,097 284.95
IMBl 20,556,1088,155,231028,711,3385,975,788 480.46
SANe 22,184,5225,991,057028,175,57935,507,323 79.35
DANSKc 19,955,9485,370,378604,17125,930,49710,317,802 251.32
ADSd 13,967,91611,000,898024,968,8139,174,516 272.15
HSBAl 10,464,54814,251,662024,716,21110,517,120 235.01
NOVNz 19,645,1954,775,351024,420,54730,066,961 81.22
DAId 15,785,8707,725,837023,511,70619,731,325 119.16
RIOl 14,879,2947,981,631022,860,92512,270,510 186.31
ROGz 17,212,5005,111,433022,323,93438,697,810 57.69
WPPl 8,764,24512,931,760021,696,0068,962,807 242.07
UCGm 17,422,2193,764,6455,96821,192,83229,794,517 71.13
BAYNd 12,539,5366,431,000018,970,53619,930,378 95.18
MCp 7,911,26010,773,766018,685,02615,841,693 117.95
CSp 16,760,1641,610,228018,370,39312,463,987 147.39
TEMNz 2,637,62015,417,374018,054,9932,788,340 647.52
BATSl 14,487,0232,850,364017,337,38716,172,457 107.20
REPe 14,923,8342,100,137017,023,97113,989,012 121.70
EOANd 12,312,3494,206,53746416,519,3506,481,784 254.86

Data for 2017-10-10 to 2017-10-16 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.