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 | 316,091,201 | 1,249,510 | 0 | 317,340,711 | 11,689,817 | 2,714.68 |
| AZNl | 186,821,675 | 2,613,848 | 0 | 189,435,523 | 19,510,704 | 970.93 |
| BNPp | 174,243,660 | 2,101,508 | 0 | 176,345,168 | 11,267,865 | 1,565.03 |
| 1COVd | 161,743,007 | 475,114 | 0 | 162,218,121 | 2,844,105 | 5,703.66 |
| ULVRl | 145,243,196 | 3,848,964 | 0 | 149,092,160 | 22,826,796 | 653.15 |
| BIMp | 111,191,115 | 128,826 | 0 | 111,319,941 | 1,640,696 | 6,784.92 |
| ATOp | 106,799,117 | 1,170,762 | 0 | 107,969,879 | 2,098,557 | 5,144.96 |
| NGl | 105,332,798 | 737,318 | 0 | 106,070,116 | 6,582,544 | 1,611.38 |
| FPp | 98,333,475 | 5,133,921 | 0 | 103,467,395 | 21,017,711 | 492.29 |
| BPl | 93,605,451 | 2,278,587 | 4,750 | 95,888,788 | 8,502,629 | 1,127.75 |
| HSBAl | 93,705,764 | 1,370,429 | 0 | 95,076,194 | 6,192,364 | 1,535.38 |
| DSMa | 69,206,613 | 405,786 | 0 | 69,612,398 | 4,221,103 | 1,649.15 |
| UGp | 66,790,181 | 1,424,136 | 0 | 68,214,317 | 2,960,661 | 2,304.02 |
| ABIb | 66,305,369 | 1,818,627 | 0 | 68,123,995 | 6,685,477 | 1,018.98 |
| BHPl | 63,308,736 | 1,756,372 | 0 | 65,065,108 | 7,708,785 | 844.04 |
| IFXd | 62,009,230 | 1,619,656 | 0 | 63,628,885 | 6,991,050 | 910.15 |
| SOLBb | 63,172,505 | 438,146 | 0 | 63,610,651 | 1,967,564 | 3,232.96 |
| SANe | 57,587,147 | 628,951 | 0 | 58,216,097 | 7,492,100 | 777.03 |
| SANp | 53,650,662 | 4,071,382 | 4,695 | 57,726,739 | 9,853,704 | 585.84 |
| VOW3d | 54,856,253 | 1,726,004 | 0 | 56,582,258 | 11,044,946 | 512.29 |
| DAId | 47,609,280 | 8,498,470 | 0 | 56,107,750 | 8,606,225 | 651.94 |
| SWEDAs | 52,556,370 | 159,544 | 0 | 52,715,915 | 777,482 | 6,780.34 |
| ISPm | 50,793,153 | 731,582 | 0 | 51,524,734 | 3,901,471 | 1,320.65 |
| GSKl | 47,314,507 | 2,596,020 | 0 | 49,910,527 | 8,654,022 | 576.73 |
| LKODl | 48,655,289 | 942,852 | 0 | 49,598,141 | 1,615,260 | 3,070.60 |
Data for 2020-11-24 to 2020-11-30 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.