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) |
|---|---|---|---|---|---|---|
| VODl | 154,588,550 | 14,853,191 | 17,653 | 169,459,393 | 4,328,719 | 3,914.77 |
| BNPp | 77,760,611 | 1,576,625 | 818,360 | 80,155,596 | 8,610,968 | 930.85 |
| AZNl | 73,373,848 | 2,843,472 | 0 | 76,217,320 | 2,786,463 | 2,735.27 |
| BMWd | 51,410,412 | 3,490,561 | 1,286,292 | 56,187,265 | 11,597,289 | 484.49 |
| BARCl | 38,269,350 | 8,736,799 | 18,412 | 47,024,561 | 694,906 | 6,767.04 |
| ORAp | 33,090,268 | 1,649 | 0 | 33,091,917 | 3,745 | 883,629.29 |
| ENIm | 23,812,743 | 0 | 0 | 23,812,743 | 25,940 | 91,799.32 |
| BPl | 21,541,439 | 141,497 | 0 | 21,682,935 | 136,265 | 15,912.33 |
| VOWd | 21,680,499 | 0 | 0 | 21,680,499 | 300,955 | 7,203.90 |
| RBSl | 18,005,851 | 4,852 | 0 | 18,010,703 | 5,540 | 325,102.94 |
| FPp | 16,179,277 | 694,255 | 13,003 | 16,886,535 | 4,448,137 | 379.63 |
| LRp | 13,149,628 | 0 | 0 | 13,149,628 | 0 | n/a |
| BNKEp | 12,419,867 | 0 | 0 | 12,419,867 | 0 | n/a |
| VIEp | 12,381,825 | 104 | 0 | 12,381,929 | 10,675 | 115,989.97 |
| BAYNd | 6,249,385 | 5,295,714 | 412,042 | 11,957,141 | 16,278,642 | 73.45 |
| DSMa | 11,111,063 | 53,562 | 492,811 | 11,657,436 | 6,367,339 | 183.08 |
| MNDIl | 11,463,470 | 0 | 0 | 11,463,470 | 15 | 76,423,133.33 |
| RNOp | 11,104,323 | 11,836 | 9,743 | 11,125,902 | 211,191 | 5,268.17 |
| STJl | 10,736,630 | 12,263 | 0 | 10,748,894 | 5,719 | 187,950.59 |
| GSKl | 9,927,091 | 689,285 | 19,824 | 10,636,200 | 515,288 | 2,064.13 |
| SOLBb | 10,612,217 | 0 | 0 | 10,612,217 | 2,404 | 441,439.98 |
| BATSl | 9,400,209 | 6,232 | 0 | 9,406,441 | 8,763 | 107,342.70 |
| SBERl | 9,245,179 | 0 | 0 | 9,245,179 | 27,830 | 33,220.19 |
| SIEd | 3,233,005 | 5,970,106 | 32,574 | 9,235,685 | 7,898,389 | 116.93 |
| DTEd | 8,323,263 | 361,941 | 3,166 | 8,688,370 | 1,866,998 | 465.37 |
Data for 2019-10-14 to 2019-10-18 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.