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) |
|---|---|---|---|---|---|---|
| CABKe | 268,037,027 | 236,210 | 0 | 268,273,237 | 4,358,516 | 6,155.15 |
| NESNz | 154,051,648 | 3,712,600 | 0 | 157,764,247 | 25,731,798 | 613.11 |
| FPp | 119,655,996 | 2,879,488 | 0 | 122,535,484 | 19,619,093 | 624.57 |
| BAYNd | 112,483,155 | 1,762,590 | 0 | 114,245,745 | 8,373,154 | 1,364.43 |
| TITm | 94,358,942 | 157,241 | 0 | 94,516,183 | 1,407,938 | 6,713.09 |
| SAPd | 68,932,341 | 10,915,529 | 0 | 79,847,870 | 31,450,866 | 253.88 |
| CLNXe | 77,317,956 | 1,259,994 | 0 | 78,577,950 | 8,138,188 | 965.55 |
| BEId | 75,448,513 | 203,151 | 0 | 75,651,664 | 1,855,461 | 4,077.24 |
| ALIVs | 63,267,067 | 139,078 | 0 | 63,406,145 | 980,415 | 6,467.28 |
| DAId | 54,428,975 | 6,351,081 | 0 | 60,780,056 | 20,205,354 | 300.81 |
| GLENl | 51,827,751 | 5,884,051 | 0 | 57,711,802 | 7,328,586 | 787.49 |
| RNOp | 46,893,435 | 1,086,562 | 0 | 47,979,996 | 5,538,309 | 866.33 |
| NOKIAh | 44,390,899 | 1,526,173 | 29,108 | 45,946,179 | 7,152,716 | 642.36 |
| RIp | 45,121,513 | 579,066 | 0 | 45,700,579 | 3,514,999 | 1,300.16 |
| BOLp | 44,103,993 | 26,940 | 0 | 44,130,934 | 206,463 | 21,374.74 |
| ASMLa | 42,127,117 | 1,646,404 | 0 | 43,773,521 | 13,517,998 | 323.82 |
| BMWd | 39,867,237 | 3,860,329 | 43,070 | 43,770,637 | 13,149,281 | 332.87 |
| AMSe | 39,013,004 | 680,022 | 0 | 39,693,026 | 7,484,583 | 530.33 |
| SANp | 35,953,184 | 1,257,644 | 0 | 37,210,828 | 9,302,779 | 400.00 |
| ATOp | 35,109,194 | 281,360 | 0 | 35,390,555 | 1,998,273 | 1,771.06 |
| SPXSl | 15,430,328 | 19,523,052 | 0 | 34,953,380 | 3,837,219 | 910.90 |
| BNPp | 31,809,661 | 1,318,012 | 0 | 33,127,673 | 7,305,960 | 453.43 |
| DPWd | 31,800,591 | 1,012,859 | 0 | 32,813,449 | 6,145,821 | 533.91 |
| ADSd | 28,051,355 | 4,444,986 | 0 | 32,496,340 | 12,454,664 | 260.92 |
| AIRp | 28,077,910 | 3,884,010 | 0 | 31,961,920 | 13,431,352 | 237.97 |
Data for 2019-05-13 to 2019-05-17 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.