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) |
|---|---|---|---|---|---|---|
| STMp | 189,588,654 | 789,901 | 0 | 190,378,554 | 1,674,769 | 11,367.45 |
| ESSIBs | 179,913,591 | 678,774 | 0 | 180,592,365 | 2,241,401 | 8,057.12 |
| HEXABs | 157,544,892 | 509,676 | 0 | 158,054,569 | 1,307,307 | 12,090.09 |
| ADMl | 146,248,185 | 152,579 | 0 | 146,400,763 | 942,749 | 15,529.13 |
| MCp | 137,112,175 | 4,421,033 | 0 | 141,533,208 | 9,757,740 | 1,450.47 |
| CSPXl | 81,391,618 | 40,743,269 | 0 | 122,134,887 | 7,289,858 | 1,675.41 |
| EQNRo | 110,265,867 | 3,860,497 | 0 | 114,126,364 | 5,193,793 | 2,197.36 |
| EXPNl | 113,565,465 | 324,546 | 0 | 113,890,011 | 2,696,710 | 4,223.29 |
| BPl | 104,644,951 | 4,061,369 | 0 | 108,706,320 | 14,331,703 | 758.50 |
| FPp | 88,865,705 | 13,749,822 | 939 | 102,616,465 | 16,456,133 | 623.58 |
| HEIAa | 101,451,077 | 1,085,366 | 0 | 102,536,443 | 4,614,520 | 2,222.04 |
| RDSAa | 82,282,098 | 20,080,015 | 0 | 102,362,113 | 33,999,608 | 301.07 |
| AIp | 82,520,530 | 2,515,152 | 0 | 85,035,682 | 6,551,967 | 1,297.86 |
| BASd | 81,796,548 | 1,301,385 | 0 | 83,097,934 | 9,281,859 | 895.27 |
| SAPd | 71,478,388 | 3,211,419 | 0 | 74,689,808 | 14,441,011 | 517.21 |
| IDUSl | 56,782,880 | 7,579,118 | 0 | 64,361,998 | 2,094,205 | 3,073.34 |
| HSBAl | 46,642,985 | 14,474,026 | 0 | 61,117,011 | 11,100,667 | 550.57 |
| DGp | 57,439,497 | 1,018,427 | 0 | 58,457,924 | 7,659,287 | 763.23 |
| ALVd | 55,783,247 | 2,024,522 | 0 | 57,807,769 | 11,655,746 | 495.96 |
| ERICBs | 56,387,689 | 1,245,193 | 0 | 57,632,882 | 4,996,676 | 1,153.42 |
| VUSDl | 37,506,046 | 12,997,627 | 0 | 50,503,673 | 2,797,250 | 1,805.48 |
| NNa | 49,429,383 | 254,145 | 0 | 49,683,528 | 2,151,103 | 2,309.68 |
| CCLl | 48,071,384 | 169,804 | 3,255 | 48,244,444 | 991,494 | 4,865.83 |
| ADSd | 43,552,124 | 4,463,934 | 0 | 48,016,057 | 9,737,598 | 493.10 |
| ADYENa | 45,331,264 | 974,972 | 1,039 | 46,307,275 | 3,881,813 | 1,192.93 |
Data for 2020-04-01 to 2020-04-07 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.