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) |
|---|---|---|---|---|---|---|
| VIRPp | 10,804,278,834 | 125 | 0 | 10,804,278,959 | 291 | 3,712,810,638.83 |
| FPp | 245,356,284 | 34,675,099 | 19,399 | 280,050,781 | 2,359,365 | 11,869.75 |
| VODl | 105,326,021 | 1,726,465 | 12,310 | 107,064,796 | 804,532 | 13,307.71 |
| BMWd | 91,923,191 | 1,451,660 | 1,045,279 | 94,420,130 | 6,289,856 | 1,501.15 |
| ORAp | 43,137,849 | 37,384 | 0 | 43,175,233 | 32,873 | 131,339.50 |
| MCp | 36,756,007 | 59,674 | 5,370,785 | 42,186,465 | 53,526,339 | 78.81 |
| HSBAl | 31,536,724 | 13,882 | 0 | 31,550,607 | 22,471 | 140,405.89 |
| ATLm | 27,238,028 | 40,414 | 0 | 27,278,443 | 7,167 | 380,611.73 |
| EXPNl | 24,292,194 | 0 | 0 | 24,292,194 | 0 | n/a |
| DANSKc | 19,268,167 | 546,853 | 31,277 | 19,846,298 | 1,159,407 | 1,711.76 |
| DNBo | 19,544,204 | 29,952 | 20,043 | 19,594,199 | 362,460 | 5,405.89 |
| KERp | 13,718,709 | 5,385,901 | 0 | 19,104,610 | 77,366 | 24,693.81 |
| ALVd | 12,074,319 | 4,099,479 | 1,772,145 | 17,945,943 | 35,893,705 | 50.00 |
| AZNl | 17,629,732 | 0 | 0 | 17,629,732 | 44,722 | 39,420.71 |
| CPGl | 16,811,134 | 0 | 0 | 16,811,134 | 0 | n/a |
| BNPp | 13,382,738 | 311,379 | 786,501 | 14,480,618 | 9,055,682 | 159.91 |
| RRl | 14,010,039 | 3,583 | 0 | 14,013,622 | 361 | 3,881,889.75 |
| BARCl | 13,253,543 | 750,352 | 9,082 | 14,012,978 | 273,526 | 5,123.09 |
| GSKl | 12,875,370 | 775,405 | 5,182 | 13,655,956 | 262,375 | 5,204.75 |
| IIIl | 10,495,800 | 2,408,357 | 20,301 | 12,924,457 | 321,936 | 4,014.60 |
| RNOp | 8,280,846 | 3,262,306 | 406,331 | 11,949,484 | 4,664,405 | 256.18 |
| LANDl | 11,482,365 | 10,700 | 0 | 11,493,065 | 17,177 | 66,909.62 |
| MUV2d | 8,753,665 | 36,376 | 1,796,662 | 10,586,702 | 16,326,563 | 64.84 |
| DGEl | 9,750,110 | 428,973 | 6,072 | 10,185,155 | 87,146 | 11,687.46 |
| PRUl | 8,703,021 | 911,981 | 85,765 | 9,700,766 | 987,832 | 982.03 |
Data for 2019-08-19 to 2019-08-23 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.