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) |
|---|---|---|---|---|---|---|
| MCp | 922,345,018 | 11,891,832 | 535,936 | 934,772,786 | 57,887,178 | 1,614.82 |
| AMUNp | 494,722,640 | 395,255,511 | 0 | 889,978,151 | 1,508,571 | 58,994.78 |
| EXPNl | 233,150,909 | 1,011,668 | 0 | 234,162,577 | 1,393,513 | 16,803.76 |
| ASMLa | 147,510,643 | 299,507 | 0 | 147,810,150 | 5,954,845 | 2,482.18 |
| FPp | 116,180,472 | 291,249 | 24,333 | 116,496,054 | 1,089,798 | 10,689.69 |
| BMWd | 96,674,286 | 3,405,029 | 707,366 | 100,786,681 | 19,169,250 | 525.77 |
| RSAl | 52,472,110 | 13,881,620 | 0 | 66,353,730 | 91,456 | 72,552.63 |
| VODl | 61,394,276 | 2,207,665 | 9,378 | 63,611,319 | 1,573,583 | 4,042.45 |
| CARLBc | 54,993,308 | 4,392,947 | 182,287 | 59,568,542 | 53,404,582 | 111.54 |
| MAERBc | 50,752,218 | 3,763,417 | 0 | 54,515,635 | 272,450,200 | 20.01 |
| ATCOBs | 45,343,113 | 0 | 0 | 45,343,113 | 0 | n/a |
| VWSc | 42,184,326 | 2,918,951 | 0 | 45,103,277 | 3,726,127 | 1,210.46 |
| ATLm | 39,946,260 | 857,508 | 0 | 40,803,769 | 363,156 | 11,235.88 |
| IFXd | 35,932,470 | 2,801,950 | 18,955 | 38,753,374 | 15,130,204 | 256.13 |
| SRGm | 36,903,340 | 100,636 | 793 | 37,004,769 | 93,770 | 39,463.33 |
| ADYENa | 27,429,953 | 0 | 0 | 27,429,953 | 21,066,390 | 130.21 |
| EPIAs | 25,205,480 | 501,863 | 0 | 25,707,343 | 429,510 | 5,985.27 |
| AZNl | 17,891,270 | 4,681,361 | 112,244 | 22,684,874 | 5,208,674 | 435.52 |
| AIp | 22,527,041 | 91,172 | 0 | 22,618,213 | 3,779,551 | 598.44 |
| BARCl | 18,466,451 | 2,886,415 | 3,620 | 21,356,486 | 4,466,539 | 478.14 |
| UPMh | 17,739,042 | 94,796 | 0 | 17,833,838 | 470,255 | 3,792.38 |
| PHIAa | 16,446,758 | 112,662 | 0 | 16,559,420 | 713,081 | 2,322.24 |
| RMSp | 14,260,768 | 0 | 0 | 14,260,768 | 9,221,568 | 154.65 |
| CNHIm | 14,246,322 | 5,627 | 0 | 14,251,949 | 69 | 20,654,998.55 |
| GSKl | 9,562,038 | 3,325,302 | 22,529 | 12,909,869 | 1,391,132 | 928.01 |
Data for 2020-09-14 to 2020-09-18 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.