DXE 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) |
|---|---|---|---|---|---|---|
| ENp | 353,346,534 | 3,544,558 | 0 | 356,891,092 | 10,681,911 | 3,341.08 |
| SCATCo | 146,331,461 | 303,945 | 0 | 146,635,407 | 3,193,523 | 4,591.65 |
| SIEd | 124,076,390 | 3,763,608 | 0 | 127,839,998 | 33,792,820 | 378.31 |
| SANp | 110,654,777 | 14,303,378 | 0 | 124,958,155 | 43,927,828 | 284.46 |
| MTa | 106,269,143 | 1,893,535 | 0 | 108,162,678 | 22,603,064 | 478.53 |
| SAPd | 102,136,472 | 4,723,673 | 0 | 106,860,145 | 41,418,327 | 258.00 |
| FMEd | 102,968,083 | 958,935 | 0 | 103,927,018 | 8,363,719 | 1,242.59 |
| VOW3d | 94,060,799 | 9,597,072 | 0 | 103,657,871 | 63,488,516 | 163.27 |
| LINd | 33,153,054 | 67,303,769 | 0 | 100,456,824 | 25,407,843 | 395.38 |
| BNPp | 95,028,970 | 2,686,294 | 0 | 97,715,263 | 22,392,420 | 436.38 |
| MCp | 70,524,727 | 24,875,218 | 0 | 95,399,945 | 46,693,361 | 204.31 |
| ERICBs | 69,135,864 | 11,838,625 | 0 | 80,974,489 | 15,702,735 | 515.67 |
| LIGHTa | 75,044,595 | 445,846 | 0 | 75,490,441 | 5,870,546 | 1,285.92 |
| VNAd | 71,684,536 | 1,686,811 | 0 | 73,371,347 | 19,797,051 | 370.62 |
| ALOp | 70,959,966 | 2,061,374 | 0 | 73,021,340 | 18,268,257 | 399.72 |
| MRKd | 69,305,747 | 2,544,094 | 0 | 71,849,841 | 12,845,429 | 559.34 |
| ASMLa | 53,408,199 | 12,689,682 | 0 | 66,097,880 | 91,656,876 | 72.11 |
| IFXd | 62,496,533 | 3,559,818 | 0 | 66,056,351 | 31,130,817 | 212.19 |
| SWMAs | 63,190,611 | 502,521 | 0 | 63,693,132 | 6,050,404 | 1,052.71 |
| PRXa | 55,988,955 | 4,125,928 | 0 | 60,114,883 | 29,491,229 | 203.84 |
| DAId | 52,107,616 | 3,018,588 | 0 | 55,126,204 | 29,590,152 | 186.30 |
| DHERd | 49,452,005 | 2,075,509 | 0 | 51,527,513 | 25,609,414 | 201.21 |
| ADYENa | 28,544,913 | 20,815,124 | 0 | 49,360,037 | 23,645,786 | 208.75 |
| FRp | 45,062,164 | 877,522 | 0 | 45,939,686 | 7,426,441 | 618.60 |
| ITXe | 43,764,772 | 1,613,955 | 0 | 45,378,728 | 17,694,686 | 256.45 |
Data for 2021-01-15 to 2021-01-21 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.