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) |
|---|---|---|---|---|---|---|
| FPp | 480,141,055 | 18,968,008 | 0 | 499,109,063 | 18,449,334 | 2,705.30 |
| CAp | 474,517,942 | 1,143,802 | 0 | 475,661,744 | 1,320,865 | 36,011.38 |
| MLp | 285,943,044 | 1,224,257 | 0 | 287,167,301 | 14,246,451 | 2,015.71 |
| BMWd | 273,157,029 | 3,697,965 | 0 | 276,854,994 | 3,087,078 | 8,968.19 |
| VODl | 117,417,941 | 21,789,831 | 0 | 139,207,772 | 22,411,957 | 621.13 |
| GLEp | 27,383,179 | 842,217 | 0 | 28,225,396 | 2,707,249 | 1,042.59 |
| NXTl | 19,701,377 | 1,112 | 0 | 19,702,489 | 1,340 | 1,470,335.00 |
| HSBAl | 12,677,776 | 2,427,395 | 0 | 15,105,171 | 280,778 | 5,379.76 |
| MCp | 14,796,762 | 32,222 | 0 | 14,828,984 | 26,562,534 | 55.83 |
| HEIAa | 7,410,096 | 7,309,606 | 0 | 14,719,702 | 9,569,804 | 153.81 |
| ACp | 13,584,582 | 495,541 | 0 | 14,080,123 | 1,298,145 | 1,084.63 |
| BPl | 10,456,414 | 3,049,252 | 0 | 13,505,666 | 7,314,559 | 184.64 |
| BNPp | 12,651,679 | 300,054 | 0 | 12,951,733 | 5,141,814 | 251.89 |
| VOWd | 10,232,324 | 846,468 | 0 | 11,078,792 | 11,338,471 | 97.71 |
| ASMLa | 7,473,591 | 1,837,368 | 0 | 9,310,959 | 12,236,090 | 76.09 |
| ADSd | 8,499,773 | 94,512 | 0 | 8,594,284 | 9,497,513 | 90.49 |
| RBSl | 8,220,251 | 49,126 | 0 | 8,269,376 | 1,438,453 | 574.88 |
| SCMNz | 8,053,750 | 0 | 0 | 8,053,750 | 9,855,521 | 81.72 |
| TSCOl | 6,111,194 | 1,423,117 | 0 | 7,534,310 | 6,533,573 | 115.32 |
| ALVd | 7,002,193 | 57,424 | 0 | 7,059,616 | 9,974,934 | 70.77 |
| ROGz | 6,911,679 | 22,720 | 0 | 6,934,400 | 10,570,027 | 65.60 |
| ABIb | 6,382,466 | 185,823 | 0 | 6,568,289 | 5,048,522 | 130.10 |
| CORu | 6,199,246 | 0 | 0 | 6,199,246 | 3,159,007 | 196.24 |
| BARCl | 5,963,934 | 215,511 | 0 | 6,179,445 | 528,695 | 1,168.81 |
| ORp | 6,011,665 | 116,240 | 0 | 6,127,906 | 11,825,308 | 51.82 |
Data for 2019-04-12 to 2019-04-18 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.