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) |
---|---|---|---|---|---|---|
LISNz | 1,171,571,005 | 80,561,317 | 0 | 1,252,132,321 | 843,117,194 | 148.51 |
AZNl | 311,754,693 | 1,427,601 | 215,824 | 313,398,118 | 20,458,917 | 1,531.84 |
BEANz | 104,448,147 | 0 | 0 | 104,448,147 | 78,386,597 | 133.25 |
LISPz | 92,457,496 | 0 | 0 | 92,457,496 | 99,203,389 | 93.20 |
IBEe | 76,966,560 | 1,650,079 | 53,686 | 78,670,326 | 63,533,546 | 123.82 |
KYGAl | 47,819,889 | 0 | 0 | 47,819,889 | 0 | n/a |
SGSNz | 43,436,470 | 0 | 0 | 43,436,470 | 31,398,047 | 138.34 |
GIVNz | 43,047,562 | 0 | 0 | 43,047,562 | 52,155,072 | 82.54 |
CRGi | 38,328,937 | 2,961,194 | 194,705 | 41,484,835 | 4,270,925 | 971.33 |
FPp | 37,665,592 | 1,289,574 | 18,603 | 38,973,769 | 1,989,471 | 1,959.00 |
MCp | 35,860,754 | 85,375 | 603,453 | 36,549,582 | 29,022,975 | 125.93 |
MAERBc | 34,058,691 | 39,528 | 0 | 34,098,219 | 21,812,743 | 156.32 |
BARCl | 30,737,050 | 2,822,624 | 7,276 | 33,566,950 | 4,419,509 | 759.52 |
ADYENa | 31,922,044 | 0 | 0 | 31,922,044 | 25,934,520 | 123.09 |
VODl | 29,713,531 | 1,553,147 | 11,704 | 31,278,382 | 2,297,201 | 1,361.59 |
BARNz | 30,345,606 | 0 | 0 | 30,345,606 | 24,112,766 | 125.85 |
AALl | 27,011,752 | 1,075,242 | 169,054 | 28,256,048 | 6,112,891 | 462.24 |
BMWd | 19,999,873 | 4,988,733 | 1,543,271 | 26,531,877 | 11,251,488 | 235.81 |
RMSp | 16,068,814 | 0 | 0 | 16,068,814 | 10,805,106 | 148.72 |
PGHNz | 15,352,689 | 0 | 0 | 15,352,689 | 12,322,237 | 124.59 |
HSBAl | 14,441,924 | 126,301 | 0 | 14,568,224 | 205,912 | 7,074.98 |
AMp | 13,048,310 | 0 | 0 | 13,048,310 | 11,147,076 | 117.06 |
STMNz | 13,019,309 | 0 | 0 | 13,019,309 | 10,804,968 | 120.49 |
BNPp | 10,736,046 | 1,623,301 | 651,791 | 13,011,138 | 11,846,956 | 109.83 |
BATSl | 12,068,771 | 32,028 | 0 | 12,100,800 | 2,783,401 | 434.75 |
Data for 2021-01-11 to 2021-01-15 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.