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) |
|---|---|---|---|---|---|---|
| CRGi | 4,335,899,895 | 612,849 | 0 | 4,336,512,744 | 8,500,634 | 51,013.99 |
| PPBi | 276,941,192 | 257,162 | 0 | 277,198,354 | 1,673,415 | 16,564.83 |
| RENa | 256,551,145 | 345,233 | 0 | 256,896,379 | 3,672,562 | 6,995.02 |
| CLNXe | 176,667,292 | 134,993 | 0 | 176,802,285 | 1,649,917 | 10,715.83 |
| DBXDd | 133,166,907 | 3,434,808 | 0 | 136,601,715 | 431,819 | 31,634.02 |
| UNAa | 113,573,813 | 5,926,056 | 0 | 119,499,869 | 20,954,084 | 570.29 |
| RDSAl | 70,048,735 | 3,125,478 | 0 | 73,174,213 | 21,596,461 | 338.83 |
| NTGYe | 65,770,787 | 212,881 | 0 | 65,983,668 | 1,735,866 | 3,801.20 |
| EXS1d | 56,513,011 | 2,238,371 | 0 | 58,751,383 | 2,311,741 | 2,541.43 |
| BAl | 58,172,780 | 469,305 | 0 | 58,642,084 | 3,030,808 | 1,934.87 |
| EL4Ad | 54,704,260 | 0 | 0 | 54,704,260 | 110,704 | 49,414.89 |
| TRNm | 46,156,679 | 241,629 | 0 | 46,398,309 | 2,684,732 | 1,728.23 |
| STMp | 41,425,692 | 553,809 | 0 | 41,979,501 | 2,007,718 | 2,090.91 |
| ENGe | 39,287,559 | 1,687,182 | 0 | 40,974,741 | 2,342,557 | 1,749.15 |
| RDSAa | 37,016,279 | 3,145,232 | 0 | 40,161,510 | 18,551,556 | 216.49 |
| Gm | 39,323,366 | 556,684 | 0 | 39,880,050 | 6,631,690 | 601.36 |
| ISPm | 38,466,076 | 1,288,548 | 0 | 39,754,624 | 9,005,411 | 441.45 |
| ROGz | 36,147,805 | 3,031,867 | 0 | 39,179,672 | 33,655,005 | 116.42 |
| FPp | 31,826,333 | 2,691,167 | 0 | 34,517,500 | 13,355,875 | 258.44 |
| DGEl | 32,629,591 | 1,726,095 | 0 | 34,355,686 | 11,280,586 | 304.56 |
| IGYd | 33,945,771 | 71,510 | 0 | 34,017,281 | 587,619 | 5,789.00 |
| BHPl | 32,670,105 | 1,190,415 | 0 | 33,860,521 | 4,013,527 | 843.66 |
| SANe | 31,385,081 | 1,982,206 | 0 | 33,367,287 | 13,721,633 | 243.17 |
| BNp | 32,298,755 | 654,881 | 0 | 32,953,636 | 4,952,505 | 665.39 |
| NESNz | 28,218,656 | 4,232,189 | 0 | 32,450,845 | 25,444,867 | 127.53 |
Data for 2019-01-14 to 2019-01-18 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.