BXE Maker Opportunity
| Symbol | Missed 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) |
|---|---|---|---|---|---|---|
| AZNl | 524,806,841 | 10,196,754 | 0 | 535,003,595 | 14,952,412 | 3,578.04 |
| BHPl | 322,858,040 | 4,885,180 | 0 | 327,743,220 | 10,966,109 | 2,988.69 |
| NESNz | 211,025,976 | 2,975,388 | 369 | 214,001,733 | 12,221,163 | 1,751.08 |
| RELl | 125,371,401 | 536,271 | 0 | 125,907,672 | 4,447,335 | 2,831.08 |
| DTEd | 111,483,233 | 3,111 | 0 | 111,486,343 | 691,085 | 16,132.07 |
| FERGl | 101,911,075 | 325,612 | 0 | 102,236,687 | 1,209,579 | 8,452.25 |
| ENELm | 97,953,524 | 1,630 | 0 | 97,955,154 | 22,578 | 433,852.22 |
| BPl | 76,265,361 | 5,040,791 | 9,763 | 81,315,916 | 9,564,433 | 850.19 |
| RBl | 63,213,996 | 982,313 | 0 | 64,196,308 | 6,020,281 | 1,066.33 |
| EVTd | 63,806,598 | 0 | 0 | 63,806,598 | 61,454 | 103,828.23 |
| BARCl | 59,199,686 | 1,549,074 | 1,570 | 60,750,329 | 4,507,333 | 1,347.81 |
| ABFl | 60,351,883 | 230,379 | 0 | 60,582,262 | 1,399,473 | 4,328.93 |
| AHTl | 60,135,258 | 298,650 | 0 | 60,433,909 | 2,762,586 | 2,187.58 |
| NOVNz | 54,677,452 | 4,843,280 | 0 | 59,520,732 | 8,979,672 | 662.84 |
| BNPp | 57,342,058 | 48,630 | 0 | 57,390,688 | 123,005 | 46,657.20 |
| DLGd | 47,933,273 | 1,754 | 0 | 47,935,027 | 99,473 | 48,188.98 |
| PRUl | 45,424,349 | 1,869,728 | 18,716 | 47,312,793 | 5,749,885 | 822.85 |
| PSONl | 42,190,069 | 92,248 | 0 | 42,282,317 | 577,549 | 7,320.99 |
| LHNz | 40,101,684 | 371,072 | 0 | 40,472,756 | 1,441,428 | 2,807.82 |
| FGRp | 40,084,953 | 0 | 0 | 40,084,953 | 3,153 | 1,271,327.40 |
| DB1d | 37,963,015 | 6,136 | 0 | 37,969,152 | 191,452 | 19,832.20 |
| BATSl | 33,648,992 | 3,999,353 | 0 | 37,648,345 | 7,529,258 | 500.03 |
| UBSGz | 35,885,356 | 376,827 | 0 | 36,262,183 | 2,131,888 | 1,700.94 |
| EOp | 35,834,938 | 0 | 0 | 35,834,938 | 19,239 | 186,261.96 |
| TKAd | 35,169,638 | 41,302 | 0 | 35,210,940 | 193,710 | 18,177.14 |
Data for 2021-02-17 to 2021-02-23 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.