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) |
|---|---|---|---|---|---|---|
| BARCl | 161,870,400 | 5,252,820 | 0 | 167,123,220 | 9,537,672 | 1,752.24 |
| HSBAl | 118,417,644 | 5,588,111 | 0 | 124,005,755 | 12,386,661 | 1,001.12 |
| RSAl | 120,653,975 | 757,466 | 0 | 121,411,441 | 4,335,698 | 2,800.27 |
| DHERd | 82,178,992 | 11,384 | 0 | 82,190,376 | 167,794 | 48,982.91 |
| ALOp | 79,279,967 | 73,182 | 0 | 79,353,149 | 161,256 | 49,209.42 |
| TKWYa | 74,570,506 | 285,118 | 0 | 74,855,624 | 719,381 | 10,405.56 |
| AZNl | 56,692,366 | 9,674,996 | 0 | 66,367,362 | 58,274,357 | 113.89 |
| AIRp | 53,636,311 | 144,575 | 0 | 53,780,886 | 607,474 | 8,853.20 |
| BPl | 48,749,940 | 3,431,944 | 0 | 52,181,884 | 15,394,889 | 338.96 |
| CPGl | 47,309,050 | 3,069,660 | 0 | 50,378,710 | 6,850,440 | 735.41 |
| ULVRl | 45,894,966 | 3,735,649 | 0 | 49,630,615 | 26,046,428 | 190.55 |
| ITXe | 44,568,825 | 70,712 | 0 | 44,639,537 | 52,693 | 84,716.26 |
| DIMp | 43,508,322 | 0 | 0 | 43,508,322 | 86,753 | 50,151.95 |
| BVICl | 42,747,939 | 132,270 | 0 | 42,880,209 | 1,186,273 | 3,614.70 |
| AVl | 38,902,128 | 2,665,187 | 0 | 41,567,315 | 4,868,732 | 853.76 |
| MNDIl | 41,065,114 | 321,025 | 0 | 41,386,138 | 3,108,915 | 1,331.21 |
| PSNl | 39,333,952 | 555,560 | 0 | 39,889,512 | 2,969,008 | 1,343.53 |
| RIOl | 33,228,182 | 6,565,030 | 0 | 39,793,212 | 23,633,531 | 168.38 |
| ADSd | 37,629,365 | 141,255 | 0 | 37,770,619 | 24,445 | 154,512.66 |
| BNRd | 37,057,217 | 0 | 0 | 37,057,217 | 17,676 | 209,647.08 |
| DGEl | 33,389,482 | 1,741,739 | 0 | 35,131,220 | 11,986,939 | 293.08 |
| BMWd | 34,906,235 | 104,732 | 0 | 35,010,966 | 207,665 | 16,859.35 |
| GFSl | 31,815,107 | 508,076 | 0 | 32,323,182 | 1,861,676 | 1,736.24 |
| ENp | 31,870,158 | 7,331 | 0 | 31,877,489 | 15,667 | 203,469.00 |
| EXS1d | 28,333,234 | 1,627,730 | 0 | 29,960,964 | 1,554,057 | 1,927.92 |
Data for 2021-01-18 to 2021-01-22 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.