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 | 103,540,180 | 1,812,016 | 0 | 105,352,196 | 9,152,325 | 1,151.10 |
| MAERBc | 83,616,542 | 134,289 | 0 | 83,750,831 | 1,031,828 | 8,116.74 |
| DSYp | 76,168,539 | 169,808 | 0 | 76,338,347 | 1,723,908 | 4,428.21 |
| LINd | 73,431,926 | 2,883,982 | 0 | 76,315,908 | 12,886,916 | 592.20 |
| IFXd | 70,908,497 | 1,314,021 | 0 | 72,222,518 | 4,200,908 | 1,719.21 |
| ASMLa | 66,040,666 | 2,815,860 | 0 | 68,856,526 | 13,659,360 | 504.10 |
| TKWYa | 61,547,424 | 719,920 | 0 | 62,267,344 | 3,871,350 | 1,608.41 |
| GLPGa | 59,996,925 | 861,459 | 0 | 60,858,384 | 1,587,727 | 3,833.05 |
| VOW3d | 57,373,712 | 1,068,043 | 0 | 58,441,755 | 7,323,286 | 798.03 |
| EXS1d | 49,520,523 | 3,892,901 | 0 | 53,413,424 | 1,762,556 | 3,030.45 |
| ITXe | 48,381,615 | 2,338,675 | 0 | 50,720,290 | 9,707,837 | 522.47 |
| 1COVd | 46,991,714 | 1,375,005 | 0 | 48,366,719 | 3,755,124 | 1,288.02 |
| ADYENa | 43,346,278 | 2,725,285 | 0 | 46,071,563 | 13,448,085 | 342.59 |
| SHBAs | 43,550,851 | 498,001 | 0 | 44,048,852 | 3,271,643 | 1,346.38 |
| TMVd | 42,175,660 | 199,264 | 0 | 42,374,924 | 541,595 | 7,824.10 |
| IBEe | 37,536,486 | 4,194,669 | 0 | 41,731,155 | 10,665,527 | 391.27 |
| LHAd | 41,521,740 | 185,474 | 0 | 41,707,214 | 1,160,040 | 3,595.33 |
| AZNl | 36,859,902 | 1,579,044 | 0 | 38,438,946 | 10,855,818 | 354.09 |
| KRZi | 37,294,174 | 88,317 | 0 | 37,382,491 | 856,732 | 4,363.38 |
| KERp | 35,660,593 | 1,651,767 | 0 | 37,312,360 | 8,939,807 | 417.37 |
| HEXABs | 35,758,704 | 167,976 | 0 | 35,926,680 | 1,696,295 | 2,117.95 |
| RBl | 34,139,840 | 1,077,173 | 11,336 | 35,228,349 | 3,225,963 | 1,092.03 |
| VODl | 33,211,275 | 1,752,628 | 0 | 34,963,903 | 4,263,908 | 820.00 |
| HEIAa | 33,193,241 | 456,573 | 0 | 33,649,814 | 3,599,515 | 934.84 |
| SAPd | 29,281,576 | 4,276,063 | 0 | 33,557,639 | 10,378,017 | 323.35 |
Data for 2020-09-15 to 2020-09-21 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.