CXE 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) |
|---|---|---|---|---|---|---|
| SAPd | 416,728,342 | 2,091,985 | 0 | 418,820,327 | 1,356,897 | 30,866.04 |
| MCp | 325,267,365 | 1,296,809 | 160,975 | 326,725,149 | 8,703,811 | 3,753.82 |
| AALl | 141,016,889 | 125,273,525 | 88,651 | 266,379,065 | 1,541,965 | 17,275.30 |
| VODl | 119,687,563 | 1,092,426 | 15,323 | 120,795,312 | 1,757,075 | 6,874.80 |
| BMWd | 52,117,379 | 2,021,209 | 1,896,562 | 56,035,150 | 13,042,815 | 429.62 |
| VWSc | 36,870,771 | 1,693,479 | 0 | 38,564,250 | 5,197,472 | 741.98 |
| BABl | 38,289,700 | 0 | 0 | 38,289,700 | 0 | n/a |
| BNPp | 30,575,653 | 2,548,192 | 299,295 | 33,423,139 | 5,268,740 | 634.37 |
| KBCb | 28,879,954 | 0 | 0 | 28,879,954 | 6,000 | 481,332.57 |
| FPp | 28,342,206 | 40,249 | 1,676 | 28,384,130 | 122,235 | 23,220.95 |
| INGAa | 26,910,257 | 778,828 | 75,862 | 27,764,947 | 1,283,392 | 2,163.40 |
| CONd | 23,896,864 | 1,094,491 | 666,241 | 25,657,595 | 11,028,605 | 232.65 |
| HEIAa | 24,562,571 | 92,515 | 668,922 | 25,324,008 | 9,530,958 | 265.70 |
| ENELm | 24,958,619 | 176,242 | 49,379 | 25,184,240 | 1,942,008 | 1,296.81 |
| PHIAa | 25,030,102 | 0 | 0 | 25,030,102 | 2,949 | 848,765.75 |
| ZPALz | 22,589,835 | 974,963 | 508,256 | 24,073,053 | 1,136,813,683 | 2.12 |
| NDAh | 20,661,699 | 195,640 | 52,267 | 20,909,606 | 710,077 | 2,944.70 |
| EBSv | 20,632,855 | 18 | 44,002 | 20,676,875 | 973,801 | 2,123.32 |
| CARLBc | 18,430,174 | 564,164 | 323,486 | 19,317,824 | 6,373,572 | 303.09 |
| DANSKc | 17,146,470 | 692,832 | 62,597 | 17,901,899 | 1,161,790 | 1,540.89 |
| 1COVd | 14,641,576 | 17,539 | 0 | 14,659,114 | 23,785 | 61,631.76 |
| EXPNl | 12,675,966 | 0 | 0 | 12,675,966 | 0 | n/a |
| VOWd | 11,764,063 | 12,128 | 0 | 11,776,191 | 136,012 | 8,658.20 |
| ATCOAs | 10,024,247 | 825,257 | 172,130 | 11,021,634 | 2,658,093 | 414.64 |
| RDSAl | 10,266,940 | 18,969 | 0 | 10,285,909 | 92,093 | 11,169.05 |
Data for 2020-03-23 to 2020-03-27 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.