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) |
|---|---|---|---|---|---|---|
| TITm | 110,446,612 | 123,028 | 0 | 110,569,640 | 1,347,127 | 8,207.81 |
| GLEp | 43,414,296 | 370,816 | 0 | 43,785,113 | 3,414,618 | 1,282.28 |
| 8TRAd | 43,383,120 | 8,181 | 0 | 43,391,301 | 63,275 | 68,575.74 |
| DAId | 32,913,979 | 3,171,544 | 0 | 36,085,524 | 13,380,933 | 269.68 |
| FRp | 34,901,905 | 162,251 | 0 | 35,064,156 | 1,151,667 | 3,044.64 |
| CHRc | 34,198,956 | 179,220 | 0 | 34,378,176 | 1,725,051 | 1,992.88 |
| UPMh | 33,137,464 | 961,301 | 0 | 34,098,765 | 1,781,354 | 1,914.20 |
| UTGl | 33,392,378 | 66,656 | 0 | 33,459,034 | 240,805 | 13,894.66 |
| FXPOl | 29,694,426 | 32,478 | 0 | 29,726,904 | 193,626 | 15,352.74 |
| EXS1d | 27,361,941 | 2,074,357 | 0 | 29,436,298 | 1,179,425 | 2,495.82 |
| DGEl | 26,464,871 | 1,085,287 | 0 | 27,550,158 | 9,099,393 | 302.77 |
| FPp | 25,755,833 | 1,586,903 | 0 | 27,342,735 | 12,847,987 | 212.82 |
| VCTl | 26,709,146 | 20,775 | 0 | 26,729,921 | 294,562 | 9,074.46 |
| SBERl | 25,603,462 | 192,932 | 0 | 25,796,395 | 1,596,540 | 1,615.77 |
| RIOl | 24,901,125 | 664,136 | 0 | 25,565,261 | 5,186,442 | 492.92 |
| RMVl | 25,039,008 | 51,902 | 0 | 25,090,909 | 937,973 | 2,675.01 |
| RDSBl | 14,999,503 | 6,012,776 | 0 | 21,012,279 | 14,429,096 | 145.62 |
| SRGm | 20,716,313 | 132,266 | 0 | 20,848,578 | 2,710,737 | 769.11 |
| AIRp | 19,672,516 | 1,019,279 | 0 | 20,691,795 | 5,261,064 | 393.30 |
| SGROl | 20,106,046 | 40,358 | 0 | 20,146,405 | 601,538 | 3,349.15 |
| GRFPe | 19,732,153 | 284,979 | 0 | 20,017,133 | 1,013,521 | 1,975.01 |
| O2Dd | 18,706,461 | 16,363 | 0 | 18,722,823 | 223,922 | 8,361.31 |
| SAPd | 16,350,552 | 1,852,495 | 0 | 18,203,047 | 12,043,763 | 151.14 |
| ORSTEc | 17,909,859 | 112,725 | 0 | 18,022,584 | 1,873,366 | 962.04 |
| ASMLa | 16,461,794 | 1,294,631 | 0 | 17,756,425 | 10,561,309 | 168.13 |
Data for 2019-11-15 to 2019-11-21 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.