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) |
|---|---|---|---|---|---|---|
| SWp | 156,352,512 | 0 | 0 | 156,352,512 | 1,594 | 9,808,815.06 |
| MCp | 141,039,728 | 10,095,749 | 256,427 | 151,391,904 | 9,575,656 | 1,581.01 |
| ASMLa | 122,602,469 | 14,077 | 0 | 122,616,546 | 146,375 | 83,768.78 |
| AZNl | 120,288,012 | 3,688 | 0 | 120,291,700 | 72,657 | 165,561.06 |
| RIp | 101,103,359 | 0 | 0 | 101,103,359 | 33,858 | 298,609.96 |
| MLp | 81,821,673 | 0 | 0 | 81,821,673 | 213 | 38,413,930.99 |
| ITRKl | 81,714,227 | 0 | 0 | 81,714,227 | 0 | n/a |
| AIRp | 81,647,467 | 160 | 0 | 81,647,627 | 284,073 | 28,741.78 |
| VODl | 71,985,169 | 1,680,247 | 12,410 | 73,677,826 | 1,366,261 | 5,392.66 |
| DSYp | 69,165,531 | 0 | 0 | 69,165,531 | 282 | 24,526,784.04 |
| ABIb | 12,427,395 | 45,385,366 | 511,232 | 58,323,992 | 6,329,564 | 921.45 |
| RDSBl | 55,903,429 | 5,768 | 0 | 55,909,197 | 16,361 | 341,722.37 |
| ENIm | 54,843,444 | 7,944 | 0 | 54,851,388 | 43,468 | 126,187.97 |
| PSNl | 40,348,766 | 0 | 0 | 40,348,766 | 0 | n/a |
| SDRl | 38,149,227 | 0 | 0 | 38,149,227 | 0 | n/a |
| FPp | 34,693,146 | 1,366,429 | 7,639 | 36,067,213 | 839,463 | 4,296.46 |
| ERFp | 34,171,067 | 0 | 0 | 34,171,067 | 17,445 | 195,878.86 |
| AZNs | 34,076,156 | 0 | 0 | 34,076,156 | 0 | n/a |
| RDSAa | 34,049,002 | 1,835 | 0 | 34,050,837 | 60,089 | 56,667.34 |
| BMWd | 25,866,718 | 2,105,258 | 985,381 | 28,957,357 | 6,866,525 | 421.72 |
| DANSKc | 19,442,938 | 9,270,067 | 29,379 | 28,742,385 | 1,887,880 | 1,522.47 |
| DB1d | 26,025,446 | 1,204 | 0 | 26,026,650 | 9,942 | 261,784.85 |
| BNPp | 22,929,831 | 2,564,094 | 441,244 | 25,935,169 | 5,923,683 | 437.82 |
| Gm | 24,319,739 | 0 | 0 | 24,319,739 | 6,191 | 392,824.08 |
| AHTl | 22,792,100 | 599,790 | 0 | 23,391,890 | 5,359 | 436,497.29 |
Data for 2019-11-29 to 2019-12-05 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.