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) |
|---|---|---|---|---|---|---|
| DBXDd | 127,292,576 | 0 | 0 | 127,292,576 | 139,241 | 91,418.89 |
| UTDId | 102,842,502 | 934,188 | 0 | 103,776,690 | 2,700,928 | 3,842.26 |
| FMEd | 82,138,968 | 340,498 | 0 | 82,479,466 | 5,278,899 | 1,562.44 |
| BAYNd | 70,018,378 | 2,935,503 | 2,266 | 72,956,148 | 13,763,232 | 530.08 |
| FPp | 58,537,662 | 7,984,531 | 0 | 66,522,193 | 20,468,422 | 325.00 |
| EL4Ad | 56,727,390 | 51,674 | 0 | 56,779,064 | 57,473 | 98,792.59 |
| BEFBb | 53,249,168 | 3,753 | 0 | 53,252,921 | 44,695 | 119,147.38 |
| SHPl | 29,539,100 | 21,382,632 | 0 | 50,921,732 | 6,940,849 | 733.65 |
| AENAe | 38,775,871 | 1,608,840 | 0 | 40,384,711 | 3,741,281 | 1,079.44 |
| EXS1d | 24,734,259 | 5,626,686 | 0 | 30,360,944 | 1,279,985 | 2,371.98 |
| AIRp | 23,413,358 | 5,399,244 | 0 | 28,812,603 | 9,608,464 | 299.87 |
| CMBNz | 25,636,703 | 666,043 | 0 | 26,302,746 | 787,563 | 3,339.76 |
| LONNz | 24,873,290 | 1,109,569 | 0 | 25,982,859 | 7,705,206 | 337.21 |
| ROGz | 20,007,383 | 5,683,115 | 0 | 25,690,497 | 42,778,288 | 60.05 |
| IBEe | 20,036,903 | 3,970,511 | 1,823 | 24,009,236 | 22,481,723 | 106.79 |
| BBVAe | 22,175,929 | 1,724,248 | 1,090 | 23,901,266 | 13,215,773 | 180.85 |
| LLOYl | 20,945,553 | 2,324,038 | 0 | 23,269,591 | 5,253,390 | 442.94 |
| ELIORp | 22,315,269 | 66,957 | 0 | 22,382,226 | 681,944 | 3,282.12 |
| RBl | 19,758,259 | 1,943,656 | 0 | 21,701,915 | 5,705,294 | 380.38 |
| KOGo | 21,188,623 | 75,398 | 0 | 21,264,022 | 332,907 | 6,387.38 |
| TRIp | 20,243,054 | 770,666 | 0 | 21,013,720 | 792,585 | 2,651.29 |
| BNPp | 19,379,584 | 1,599,818 | 0 | 20,979,402 | 16,033,055 | 130.85 |
| BPl | 16,348,384 | 4,308,474 | 0 | 20,656,857 | 15,866,164 | 130.19 |
| AALBa | 20,370,102 | 137,556 | 0 | 20,507,658 | 1,007,543 | 2,035.41 |
| ATCOAs | 18,936,899 | 1,352,760 | 3,707 | 20,293,366 | 8,284,139 | 244.97 |
Data for 2018-07-09 to 2018-07-13 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.