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)
DBXDd 107,490,183958,1510108,448,334536,717 20,205.87
NESNz 71,945,21014,579,251086,524,46262,707,945 137.98
LYY7d 76,059,5210076,059,5210 n/a
NOVNz 57,319,35913,354,187070,673,54647,958,391 147.36
UCGm 18,989,14625,918,501044,907,64626,370,346 170.30
DBKd 25,848,64615,413,165041,261,81137,863,317 108.98
SANe 20,470,13215,076,386035,546,51732,938,671 107.92
EXS1d 32,223,2442,123,530034,346,7743,611,941 950.92
ABEe 12,017,11820,759,573032,776,6918,401,602 390.12
AMSe 28,791,473335,922029,127,3955,152,581 565.30
SAPd 22,225,7955,792,2104,78328,022,78719,848,946 141.18
ROGz 23,017,8644,507,648027,525,51231,493,012 87.40
SIEd 22,462,8774,379,428026,842,30534,196,387 78.49
BNPp 17,136,4988,295,94510,03725,442,48019,841,925 128.23
CFRz 21,320,0393,824,79312025,144,95222,953,242 109.55
ADSd 19,535,8195,209,129024,744,94923,700,739 104.41
SANp 19,800,3394,825,83815,66324,641,84017,404,633 141.58
VODl 17,466,9707,083,099024,550,06918,643,520 131.68
FPp 18,356,2246,142,554024,498,77828,357,700 86.39
REPe 13,702,78410,661,120024,363,90423,220,137 104.93
PHIAa 11,064,67812,300,556023,365,23411,803,572 197.95
RDSAa 16,281,0586,403,573022,684,63229,760,536 76.22
ALVd 17,116,0555,358,496022,474,55032,696,955 68.74
BNp 20,634,2741,437,16842922,071,87111,886,424 185.69
DANSKc 17,134,0014,451,074436,65422,021,72911,883,076 185.32

Data for 2017-11-10 to 2017-11-16 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.