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) |
|---|---|---|---|---|---|---|
| DBXDd | 111,529,632 | 52,340 | 0 | 111,581,972 | 213,671 | 52,221.39 |
| TUI1d | 102,848,379 | 160,539 | 775 | 103,009,693 | 2,855,838 | 3,606.99 |
| KERp | 87,792,939 | 2,477,146 | 0 | 90,270,085 | 8,602,353 | 1,049.37 |
| BATSl | 57,907,797 | 9,920,585 | 0 | 67,828,382 | 11,430,303 | 593.41 |
| BAYNd | 53,013,680 | 7,985,487 | 11,715 | 61,010,881 | 25,001,457 | 244.03 |
| EL4Ad | 59,841,349 | 0 | 0 | 59,841,349 | 63,744 | 93,877.62 |
| SANe | 55,422,452 | 1,980,070 | 2,499 | 57,405,022 | 11,675,688 | 491.66 |
| BAERz | 56,221,573 | 544,853 | 0 | 56,766,426 | 5,373,022 | 1,056.51 |
| FERe | 53,640,761 | 1,151,748 | 0 | 54,792,509 | 3,710,022 | 1,476.88 |
| FORTMh | 49,994,272 | 2,612,350 | 33,726 | 52,640,349 | 5,688,192 | 925.43 |
| ISPm | 46,470,458 | 3,251,667 | 0 | 49,722,125 | 15,758,599 | 315.52 |
| RIOl | 46,547,994 | 2,746,513 | 0 | 49,294,506 | 8,985,280 | 548.61 |
| REPe | 42,080,856 | 6,441,611 | 0 | 48,522,467 | 15,169,918 | 319.86 |
| EXS1d | 36,008,729 | 1,616,932 | 0 | 37,625,661 | 1,736,401 | 2,166.88 |
| MCp | 34,282,552 | 3,024,520 | 521 | 37,307,593 | 13,174,150 | 283.19 |
| CABKe | 35,618,749 | 1,007,637 | 1,752 | 36,628,138 | 8,077,764 | 453.44 |
| IBEe | 35,280,661 | 1,320,991 | 0 | 36,601,652 | 13,080,741 | 279.81 |
| BBVAe | 27,274,220 | 7,045,765 | 3,159 | 34,323,145 | 12,595,366 | 272.51 |
| SHPl | 32,267,087 | 1,890,933 | 0 | 34,158,020 | 5,926,020 | 576.41 |
| ASMLa | 30,519,828 | 3,396,144 | 2,472 | 33,918,444 | 15,892,468 | 213.42 |
| EOANd | 27,968,013 | 4,811,399 | 5,207 | 32,784,619 | 11,140,982 | 294.27 |
| BPl | 30,550,694 | 1,908,130 | 0 | 32,458,824 | 11,387,637 | 285.04 |
| ROGz | 29,498,945 | 1,537,095 | 0 | 31,036,040 | 23,194,960 | 133.81 |
| NOKIAh | 29,791,578 | 811,425 | 12,362 | 30,615,365 | 6,079,083 | 503.62 |
| PHIAa | 27,582,713 | 1,758,687 | 0 | 29,341,400 | 7,412,628 | 395.83 |
Data for 2018-09-12 to 2018-09-18 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.