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) |
|---|---|---|---|---|---|---|
| ASMLa | 990,539,327 | 2,257,596 | 0 | 992,796,922 | 14,841,181 | 6,689.47 |
| NOKIAh | 415,658,526 | 1,738,554 | 0 | 417,397,080 | 6,433,942 | 6,487.42 |
| REPe | 112,930,259 | 166,659 | 0 | 113,096,918 | 2,800,078 | 4,039.06 |
| ABIb | 88,525,526 | 1,081,157 | 0 | 89,606,683 | 7,733,504 | 1,158.68 |
| MCp | 70,065,431 | 1,043,407 | 0 | 71,108,838 | 9,228,610 | 770.53 |
| BPl | 69,494,635 | 1,001,605 | 0 | 70,496,240 | 4,638,374 | 1,519.85 |
| SAPd | 65,394,916 | 4,881,210 | 0 | 70,276,126 | 19,744,284 | 355.93 |
| BAYNd | 64,077,741 | 4,992,401 | 0 | 69,070,142 | 13,231,283 | 522.02 |
| ALVd | 59,419,557 | 1,659,001 | 0 | 61,078,559 | 5,158,312 | 1,184.08 |
| PHIAa | 58,907,474 | 862,722 | 0 | 59,770,196 | 5,329,970 | 1,121.40 |
| KBXd | 57,964,356 | 126,227 | 0 | 58,090,583 | 1,177,250 | 4,934.43 |
| DGEl | 54,608,800 | 2,042,667 | 0 | 56,651,467 | 6,642,831 | 852.82 |
| ATCOAs | 55,913,269 | 422,511 | 0 | 56,335,780 | 2,798,907 | 2,012.78 |
| EXS1d | 51,316,999 | 1,808,775 | 0 | 53,125,775 | 1,583,105 | 3,355.80 |
| TITm | 52,566,689 | 66,117 | 0 | 52,632,806 | 481,474 | 10,931.60 |
| BASd | 50,192,344 | 1,985,870 | 0 | 52,178,213 | 6,340,748 | 822.90 |
| SAFp | 50,966,674 | 601,843 | 0 | 51,568,517 | 5,641,696 | 914.06 |
| SANDs | 49,110,029 | 427,276 | 0 | 49,537,304 | 2,196,054 | 2,255.74 |
| MNGl | 46,985,981 | 86,437 | 0 | 47,072,418 | 761,537 | 6,181.24 |
| IBEe | 41,835,572 | 1,649,510 | 0 | 43,485,082 | 15,675,991 | 277.40 |
| DGp | 40,751,249 | 2,524,115 | 0 | 43,275,363 | 8,605,385 | 502.89 |
| IFXd | 40,270,816 | 1,834,133 | 0 | 42,104,949 | 7,987,411 | 527.14 |
| RIOl | 39,855,972 | 1,134,262 | 0 | 40,990,235 | 5,392,007 | 760.20 |
| DNBo | 39,854,928 | 709,159 | 0 | 40,564,087 | 1,929,362 | 2,102.46 |
| ASSABs | 38,687,132 | 787,010 | 0 | 39,474,142 | 2,826,891 | 1,396.38 |
Data for 2020-07-07 to 2020-07-13 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.