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) |
|---|---|---|---|---|---|---|
| BASd | 308,271,825 | 1,865,046 | 0 | 310,136,870 | 7,702,731 | 4,026.32 |
| RIp | 196,199,734 | 628,656 | 0 | 196,828,390 | 4,057,488 | 4,850.99 |
| SAPd | 136,925,005 | 24,438,436 | 0 | 161,363,441 | 20,556,824 | 784.96 |
| MANd | 122,374,198 | 51,446 | 0 | 122,425,644 | 887,603 | 13,792.84 |
| KRZi | 102,517,357 | 138,198 | 0 | 102,655,555 | 1,245,258 | 8,243.72 |
| UNAa | 94,096,865 | 5,974,833 | 0 | 100,071,698 | 20,140,479 | 496.87 |
| O2Dd | 95,120,792 | 63,053 | 0 | 95,183,845 | 592,288 | 16,070.53 |
| AKEp | 93,872,919 | 113,058 | 0 | 93,985,978 | 1,430,548 | 6,569.93 |
| VLAp | 87,795,131 | 13,746 | 0 | 87,808,877 | 10,180 | 862,562.64 |
| RY4Ci | 81,126,486 | 337,742 | 0 | 81,464,227 | 2,402,709 | 3,390.52 |
| AKZAa | 75,911,282 | 1,109,716 | 0 | 77,020,999 | 6,917,541 | 1,113.42 |
| LHNz | 61,541,288 | 1,537,923 | 0 | 63,079,211 | 5,657,772 | 1,114.91 |
| NESNz | 54,953,059 | 3,990,593 | 0 | 58,943,653 | 37,306,322 | 158.00 |
| ADSd | 39,858,316 | 12,962,818 | 0 | 52,821,135 | 25,654,483 | 205.89 |
| VODl | 46,837,198 | 5,429,555 | 0 | 52,266,753 | 8,148,807 | 641.40 |
| GENc | 50,334,967 | 269,157 | 24,504 | 50,628,629 | 1,678,574 | 3,016.17 |
| LLOYl | 47,335,624 | 1,125,121 | 0 | 48,460,745 | 7,463,640 | 649.29 |
| DGEl | 43,942,018 | 2,952,388 | 0 | 46,894,406 | 25,818,016 | 181.63 |
| IAGe | 43,871,755 | 1,022,757 | 0 | 44,894,512 | 8,948,118 | 501.72 |
| EPIAs | 43,888,558 | 738,744 | 0 | 44,627,303 | 1,017,234 | 4,387.12 |
| CAPp | 41,895,526 | 156,896 | 0 | 42,052,422 | 2,124,940 | 1,978.99 |
| FGRp | 40,501,909 | 433,361 | 0 | 40,935,270 | 2,021,757 | 2,024.74 |
| ABIb | 35,167,973 | 3,125,383 | 0 | 38,293,356 | 12,840,408 | 298.23 |
| BNPp | 36,883,395 | 1,134,541 | 0 | 38,017,936 | 10,719,878 | 354.65 |
| NOVNz | 33,914,965 | 3,140,130 | 0 | 37,055,094 | 25,307,854 | 146.42 |
Data for 2019-03-11 to 2019-03-15 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.