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) |
|---|---|---|---|---|---|---|
| EDPu | 112,420,828 | 150,787 | 771 | 112,572,387 | 1,493,430 | 7,537.84 |
| RIOl | 63,779,451 | 41,251,829 | 0 | 105,031,280 | 20,890,594 | 502.77 |
| CASTs | 88,953,476 | 30,793 | 219 | 88,984,489 | 499,578 | 17,811.93 |
| CFRz | 65,679,316 | 14,497,484 | 0 | 80,176,799 | 33,067,831 | 242.46 |
| HEN3d | 75,075,084 | 563,010 | 0 | 75,638,094 | 5,355,418 | 1,412.37 |
| RY4Ci | 69,466,784 | 411,727 | 0 | 69,878,511 | 1,331,593 | 5,247.74 |
| GRFe | 66,557,960 | 1,808,958 | 0 | 68,366,918 | 5,076,174 | 1,346.82 |
| TEFe | 65,674,014 | 1,063,346 | 0 | 66,737,360 | 7,778,036 | 858.02 |
| BNPp | 59,277,496 | 2,778,365 | 9,101 | 62,064,962 | 10,077,113 | 615.90 |
| FERe | 60,194,228 | 880,499 | 0 | 61,074,728 | 3,706,044 | 1,647.98 |
| BAYNd | 52,852,958 | 7,096,829 | 14,230 | 59,964,017 | 15,774,225 | 380.14 |
| SANp | 51,265,561 | 6,759,006 | 0 | 58,024,567 | 18,969,714 | 305.88 |
| CAPp | 57,107,461 | 331,641 | 0 | 57,439,103 | 3,152,133 | 1,822.23 |
| SHPl | 51,167,928 | 4,210,272 | 1,070 | 55,379,270 | 15,772,495 | 351.11 |
| FMEd | 54,244,985 | 686,673 | 1,517 | 54,933,175 | 5,507,744 | 997.38 |
| BVIp | 53,421,772 | 114,307 | 0 | 53,536,079 | 1,532,315 | 3,493.80 |
| EXS1d | 49,621,850 | 1,440,288 | 0 | 51,062,138 | 1,255,877 | 4,065.86 |
| DBXDd | 50,176,187 | 556,518 | 0 | 50,732,705 | 19,894 | 255,015.11 |
| VODl | 38,553,211 | 5,274,427 | 1,125 | 43,828,762 | 14,461,791 | 303.07 |
| MANd | 42,361,080 | 419,159 | 0 | 42,780,239 | 2,671,715 | 1,601.23 |
| ABIb | 38,504,246 | 2,653,536 | 2,106 | 41,159,887 | 12,897,406 | 319.13 |
| ALVd | 36,523,826 | 4,049,421 | 0 | 40,573,247 | 23,616,013 | 171.80 |
| FPp | 32,371,739 | 5,226,286 | 0 | 37,598,026 | 24,115,749 | 155.91 |
| BATSl | 28,643,200 | 8,265,196 | 609 | 36,909,006 | 23,975,646 | 153.94 |
| BIMp | 36,738,300 | 63,831 | 0 | 36,802,131 | 1,232,013 | 2,987.15 |
Data for 2018-11-09 to 2018-11-15 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.