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 | 228,388,086 | 24,065 | 0 | 228,412,152 | 53,211 | 429,257.39 |
| CARLBc | 125,552,457 | 1,602,343 | 215,946 | 127,370,746 | 12,550,925 | 1,014.83 |
| SANp | 68,319,515 | 33,133,356 | 14,581 | 101,467,451 | 5,940,706 | 1,708.00 |
| MAERBc | 61,294,424 | 206,743 | 0 | 61,501,167 | 12,273,836 | 501.08 |
| FPp | 50,491,224 | 667,930 | 10,178 | 51,169,331 | 1,553,045 | 3,294.77 |
| VWSc | 44,276,782 | 5,912,829 | 0 | 50,189,611 | 9,109,747 | 550.94 |
| VODl | 32,563,599 | 842,469 | 12,328 | 33,418,396 | 1,355,766 | 2,464.91 |
| AALl | 8,386,082 | 21,003,099 | 87,336 | 29,476,518 | 5,049,437 | 583.76 |
| MCp | 24,326,414 | 1,079,969 | 516,785 | 25,923,168 | 12,870,686 | 201.41 |
| NOKIAh | 23,818,088 | 44,313 | 0 | 23,862,401 | 19,976 | 119,455.35 |
| BMWd | 19,047,898 | 3,386,893 | 1,163,068 | 23,597,858 | 14,165,164 | 166.59 |
| ABIb | 20,726,836 | 914,411 | 556,626 | 22,197,873 | 9,604,342 | 231.12 |
| BNPp | 14,197,708 | 4,122,836 | 546,313 | 18,866,857 | 11,007,767 | 171.40 |
| DSMa | 13,228,411 | 37,276 | 510,593 | 13,776,281 | 9,538,290 | 144.43 |
| BAYNd | 9,827,148 | 1,029,881 | 586,402 | 11,443,431 | 10,582,386 | 108.14 |
| BNBb | 9,828,870 | 886,240 | 0 | 10,715,110 | 4,758,840 | 225.16 |
| ERICBs | 10,668,174 | 9,969 | 0 | 10,678,143 | 462,050 | 2,311.04 |
| RIOl | 4,094,879 | 5,133,049 | 16,301 | 9,244,229 | 973,044 | 950.03 |
| Gm | 9,046,065 | 41,402 | 0 | 9,087,467 | 111,269 | 8,167.11 |
| VOLVBs | 8,428,830 | 67,919 | 4,736 | 8,501,486 | 87,197 | 9,749.75 |
| CONd | 5,331,828 | 1,814,830 | 1,094,893 | 8,241,552 | 15,970,986 | 51.60 |
| BARCl | 5,930,381 | 708,285 | 5,369 | 6,644,035 | 2,543,189 | 261.25 |
| LGENl | 2,171,101 | 4,134,134 | 8,500 | 6,313,734 | 303,080 | 2,083.19 |
| CNHIm | 6,171,932 | 244 | 0 | 6,172,176 | 141 | 4,377,429.79 |
| HSBAl | 5,907,515 | 93,964 | 0 | 6,001,479 | 12,714 | 47,203.70 |
Data for 2020-07-06 to 2020-07-10 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.