BXE 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) |
|---|---|---|---|---|---|---|
| RDSBl | 227,181,359 | 413,117 | 0 | 227,594,476 | 3,779,702 | 6,021.49 |
| AZNl | 218,528,685 | 3,176,967 | 0 | 221,705,651 | 14,969,365 | 1,481.06 |
| RSAl | 219,025,360 | 858,355 | 0 | 219,883,715 | 5,962,187 | 3,687.97 |
| BARCl | 149,071,211 | 777,771 | 0 | 149,848,982 | 2,737,460 | 5,474.02 |
| PRUl | 117,708,900 | 3,103,552 | 0 | 120,812,452 | 4,576,317 | 2,639.95 |
| ENTl | 98,737,148 | 2,036,760 | 1,170 | 100,775,078 | 3,247,462 | 3,103.19 |
| AALl | 82,813,733 | 854,221 | 0 | 83,667,954 | 6,126,360 | 1,365.70 |
| QIAd | 76,339,781 | 10,023 | 0 | 76,349,804 | 73,107 | 104,435.70 |
| CPGl | 67,992,205 | 310,664 | 0 | 68,302,869 | 3,023,175 | 2,259.31 |
| BPl | 57,891,923 | 1,584,574 | 0 | 59,476,498 | 4,639,301 | 1,282.01 |
| ULVRl | 52,238,544 | 984,865 | 2,433 | 53,225,842 | 12,277,640 | 433.52 |
| ITXe | 49,358,943 | 4,021 | 0 | 49,362,964 | 89,083 | 55,412.33 |
| DHERd | 44,170,406 | 5,774 | 0 | 44,176,179 | 254,486 | 17,358.98 |
| DGEl | 40,881,943 | 1,496,123 | 7,555 | 42,385,622 | 6,081,242 | 696.99 |
| ORSTEc | 42,033,135 | 66,166 | 0 | 42,099,301 | 184,604 | 22,805.19 |
| UUl | 41,722,963 | 43,978 | 0 | 41,766,941 | 684,992 | 6,097.43 |
| INCHl | 39,871,458 | 25,105 | 0 | 39,896,563 | 289,237 | 13,793.73 |
| AENAe | 39,704,537 | 22,014 | 0 | 39,726,551 | 67,029 | 59,267.71 |
| RELl | 38,051,191 | 314,149 | 0 | 38,365,339 | 2,079,766 | 1,844.69 |
| HLMAl | 36,933,122 | 36,770 | 0 | 36,969,892 | 753,501 | 4,906.42 |
| JETl | 36,590,089 | 100,096 | 0 | 36,690,184 | 1,573,206 | 2,332.19 |
| TPKl | 35,484,718 | 67,578 | 0 | 35,552,296 | 423,320 | 8,398.44 |
| FRp | 34,326,315 | 19,706 | 0 | 34,346,021 | 125,517 | 27,363.64 |
| ENOGl | 34,180,334 | 15,958 | 0 | 34,196,292 | 73,938 | 46,249.96 |
| HSBAl | 32,680,677 | 567,282 | 0 | 33,247,959 | 2,235,234 | 1,487.45 |
Data for 2021-01-08 to 2021-01-14 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.