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) |
|---|---|---|---|---|---|---|
| EXS1d | 92,236,316 | 16,424,463 | 0 | 108,660,779 | 3,229,702 | 3,364.42 |
| HLAGd | 82,135,024 | 13,941 | 0 | 82,148,965 | 71,806 | 114,404.04 |
| BAYNd | 73,476,957 | 1,674,194 | 0 | 75,151,151 | 7,406,343 | 1,014.69 |
| BASd | 53,375,690 | 2,269,376 | 0 | 55,645,066 | 9,177,668 | 606.31 |
| FERe | 54,004,965 | 1,355,657 | 0 | 55,360,622 | 5,926,177 | 934.17 |
| ASMLa | 50,225,877 | 1,378,542 | 0 | 51,604,419 | 11,841,869 | 435.78 |
| FPp | 41,011,209 | 2,722,013 | 0 | 43,733,223 | 15,687,914 | 278.77 |
| AIRp | 37,806,965 | 5,101,139 | 0 | 42,908,104 | 6,228,359 | 688.92 |
| KGFl | 42,578,568 | 19,147 | 0 | 42,597,714 | 411,220 | 10,358.86 |
| BPl | 39,169,774 | 3,336,507 | 0 | 42,506,281 | 10,510,834 | 404.40 |
| AZNl | 37,472,283 | 2,192,504 | 0 | 39,664,787 | 7,755,909 | 511.41 |
| DBXDd | 37,516,911 | 891,501 | 0 | 38,408,412 | 467,112 | 8,222.53 |
| LINd | 37,132,278 | 1,261,704 | 0 | 38,393,983 | 4,940,131 | 777.19 |
| ADSd | 34,755,740 | 1,850,713 | 0 | 36,606,453 | 5,774,064 | 633.98 |
| HEXABs | 34,650,008 | 1,171,037 | 0 | 35,821,046 | 3,355,167 | 1,067.64 |
| SANp | 32,782,219 | 2,628,227 | 0 | 35,410,446 | 9,496,199 | 372.89 |
| ITMm | 34,313,969 | 388 | 0 | 34,314,358 | 23,678 | 144,920.85 |
| BMWd | 32,266,478 | 1,736,134 | 0 | 34,002,612 | 4,957,165 | 685.93 |
| DAId | 28,550,361 | 4,088,605 | 0 | 32,638,966 | 7,798,224 | 418.54 |
| WRT1Vh | 32,340,264 | 105,262 | 0 | 32,445,526 | 964,363 | 3,364.45 |
| SIEd | 29,223,854 | 3,166,100 | 0 | 32,389,955 | 10,254,845 | 315.85 |
| VOW3d | 30,041,213 | 1,954,156 | 0 | 31,995,370 | 7,252,563 | 441.16 |
| BNPp | 28,758,216 | 2,007,746 | 0 | 30,765,962 | 11,115,705 | 276.78 |
| MCp | 27,651,196 | 1,746,476 | 0 | 29,397,673 | 9,413,917 | 312.28 |
| MTXd | 27,204,236 | 1,560,103 | 0 | 28,764,339 | 6,592,600 | 436.31 |
Data for 2019-09-09 to 2019-09-13 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.