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) |
|---|---|---|---|---|---|---|
| DPWd | 143,384,012 | 293,669 | 0 | 143,677,682 | 2,455,616 | 5,850.98 |
| DGEl | 110,621,143 | 812,795 | 0 | 111,433,938 | 6,588,110 | 1,691.44 |
| FPp | 96,377,118 | 1,750,926 | 0 | 98,128,044 | 13,167,359 | 745.24 |
| ERICBs | 46,682,308 | 3,179,663 | 0 | 49,861,971 | 8,413,897 | 592.61 |
| ELIb | 45,435,366 | 70,732 | 0 | 45,506,098 | 126,203 | 36,057.86 |
| FERe | 38,758,850 | 737,786 | 0 | 39,496,636 | 6,042,984 | 653.59 |
| ASMLa | 36,989,201 | 1,368,784 | 0 | 38,357,986 | 13,657,086 | 280.87 |
| ABIb | 34,868,123 | 1,582,547 | 0 | 36,450,670 | 13,010,590 | 280.16 |
| ACp | 35,112,186 | 115,476 | 0 | 35,227,662 | 860,428 | 4,094.20 |
| PUBp | 33,676,129 | 1,304,750 | 0 | 34,980,879 | 3,023,344 | 1,157.03 |
| SAPd | 28,613,537 | 4,579,980 | 0 | 33,193,517 | 18,832,463 | 176.26 |
| CONd | 32,677,059 | 457,616 | 0 | 33,134,675 | 2,496,266 | 1,327.37 |
| RIOl | 29,703,976 | 2,857,146 | 0 | 32,561,123 | 4,694,118 | 693.66 |
| IFXd | 31,511,528 | 845,908 | 0 | 32,357,435 | 3,297,206 | 981.36 |
| SANe | 29,696,334 | 2,219,368 | 0 | 31,915,702 | 11,452,762 | 278.67 |
| BNPp | 30,327,671 | 1,084,745 | 0 | 31,412,416 | 4,811,634 | 652.84 |
| EXS1d | 29,109,633 | 2,052,336 | 0 | 31,161,969 | 2,159,811 | 1,442.81 |
| DBXDd | 28,972,735 | 1,305,682 | 0 | 30,278,417 | 258,278 | 11,723.19 |
| SIEd | 26,359,965 | 2,782,345 | 0 | 29,142,310 | 8,052,962 | 361.88 |
| GLENl | 27,476,784 | 1,121,162 | 0 | 28,597,946 | 3,573,305 | 800.32 |
| ATOp | 27,693,540 | 103,850 | 0 | 27,797,390 | 624,878 | 4,448.45 |
| RRl | 26,122,847 | 592,893 | 0 | 26,715,740 | 1,346,897 | 1,983.50 |
| MORd | 26,228,603 | 149,215 | 0 | 26,377,818 | 1,181,246 | 2,233.05 |
| CDIp | 25,162,405 | 267,237 | 0 | 25,429,642 | 260,325 | 9,768.42 |
| GSKl | 23,938,983 | 830,427 | 0 | 24,769,410 | 4,854,448 | 510.24 |
Data for 2019-07-16 to 2019-07-22 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.