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) |
|---|---|---|---|---|---|---|
| ASMLa | 48,390,815 | 3,067,446 | 0 | 51,458,261 | 14,991,562 | 343.25 |
| AMSe | 49,426,999 | 562,018 | 0 | 49,989,016 | 5,345,116 | 935.23 |
| BBVAe | 46,904,710 | 1,365,510 | 0 | 48,270,220 | 8,045,323 | 599.98 |
| DAId | 38,722,383 | 1,582,354 | 0 | 40,304,737 | 7,111,624 | 566.74 |
| KERp | 34,338,842 | 1,673,404 | 0 | 36,012,246 | 8,357,178 | 430.91 |
| SBERl | 35,160,162 | 621,400 | 0 | 35,781,562 | 1,981,033 | 1,806.21 |
| SIEd | 27,163,124 | 3,164,213 | 0 | 30,327,336 | 10,835,237 | 279.90 |
| DBXDd | 18,687,198 | 11,189,637 | 0 | 29,876,836 | 546,197 | 5,469.97 |
| ADYENa | 28,381,738 | 1,048,568 | 0 | 29,430,306 | 3,922,097 | 750.37 |
| MCp | 24,010,457 | 4,762,140 | 0 | 28,772,597 | 14,433,269 | 199.35 |
| AKZAa | 27,210,954 | 422,104 | 0 | 27,633,058 | 3,910,766 | 706.59 |
| RIOl | 23,320,844 | 2,014,148 | 0 | 25,334,992 | 6,812,397 | 371.90 |
| CHRc | 24,114,861 | 594,170 | 0 | 24,709,031 | 4,304,485 | 574.03 |
| HSBAl | 23,175,936 | 1,356,193 | 0 | 24,532,129 | 7,018,838 | 349.52 |
| HEN3d | 23,968,214 | 202,816 | 0 | 24,171,031 | 1,057,606 | 2,285.45 |
| NOVOBc | 22,099,916 | 1,869,488 | 0 | 23,969,404 | 7,705,583 | 311.07 |
| BNZLl | 22,703,980 | 32,428 | 0 | 22,736,408 | 807,624 | 2,815.22 |
| NGl | 21,716,401 | 874,269 | 74,062 | 22,664,732 | 2,973,625 | 762.19 |
| SAPd | 20,585,098 | 1,779,509 | 0 | 22,364,607 | 12,150,377 | 184.07 |
| GSKl | 19,871,604 | 2,065,797 | 0 | 21,937,402 | 6,268,148 | 349.98 |
| BARCl | 20,972,077 | 624,573 | 217 | 21,596,867 | 2,936,421 | 735.48 |
| BNPp | 18,807,284 | 1,713,995 | 0 | 20,521,279 | 13,160,899 | 155.93 |
| IMBl | 18,991,599 | 631,337 | 0 | 19,622,936 | 2,336,351 | 839.90 |
| BPl | 17,974,288 | 1,567,502 | 0 | 19,541,790 | 8,862,108 | 220.51 |
| BASd | 18,049,226 | 1,460,878 | 0 | 19,510,104 | 7,093,636 | 275.04 |
Data for 2020-01-16 to 2020-01-22 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.