Equities

DAX listed blue chips

Deutsche Börse Xetra is the reference market for trading in DAX® listed blue chips. No other exchange in the world achieves greater turnover at fairer market prices in these securities. With regard to DAX listings, Xetra even has nearly 70 per cent market share throughout Europe.

The following table shows the liquidity of DAX listed blue chips in Xetra trading. It is based on the Xetra Liquidity Measure (XLM), which captures the liquidity of traded shares using implicit transaction costs, thus providing investors with a useful tool to objectively estimate the cost of trading. The XLM also allows for comparison and transparent analysis of individual securities' liquidity.

DAX shares with related XLM

Instrument ISIN Roundtrip Buy Sell
SIEMENS AG NA O.N. DE0007236101 3.3 1.6 1.6
ALLIANZ SE NA O.N. DE0008404005 3.4 1.6 1.7
SAP SE O.N. DE0007164600 3.8 1.9 1.9
DEUTSCHE BANK AG NA O.N. DE0005140008 4.3 2.2 2.1
MERCEDES-BENZ GRP NA O.N. DE0007100000 4.3 2.1 2.2
SIEMENS ENERGY AG NA O.N. DE000ENER6Y0 4.4 2.2 2.2
BASF SE NA O.N. DE000BASF111 5.2 2.5 2.7
E.ON SE NA O.N. DE000ENAG999 5.3 2.6 2.7
RHEINMETALL AG DE0007030009 5.5 2.7 2.8
INFINEON TECH.AG NA O.N. DE0006231004 5.5 2.8 2.8
DT.TELEKOM AG NA DE0005557508 5.6 2.7 2.8
BAYER AG NA O.N. DE000BAY0017 5.6 2.7 2.9
ADIDAS AG NA O.N. DE000A1EWWW0 5.7 2.9 2.7
AIRBUS SE NL0000235190 5.9 2.9 2.9
MUENCH.RUECKVERS. NA O.N. DE0008430026 5.9 3.0 2.9
COMMERZBANK AG DE000CBK1001 6.2 3.1 3.1
DAIMLER TRUCK HLDG NA ON DE000DTR0CK8 6.3 3.0 3.3
VOLKSWAGEN AG VZO O.N. DE0007664039 6.3 3.1 3.2
RWE AG INH O.N. DE0007037129 6.4 3.3 3.1
DEUTSCHE POST AG NA O.N. DE0005552004 6.5 3.2 3.3
BAY.MOTOREN WERKE AG ST DE0005190003 6.7 3.4 3.3
DEUTSCHE BOERSE NA O.N. DE0005810055 7.1 3.5 3.6
HENKEL AG+CO.KGAA VZO DE0006048432 7.1 3.5 3.7
FRESENIUS SE+CO.KGAA O.N. DE0005785604 7.2 3.6 3.6
HEIDELBERG MATERIALS O.N. DE0006047004 8.2 4.1 4.0
VONOVIA SE NA O.N. DE000A1ML7J1 8.2 4.1 4.1
BEIERSDORF AG O.N. DE0005200000 8.4 4.1 4.3
FRESEN.MED.CARE AG INH ON DE0005785802 8.4 4.2 4.1
MERCK KGAA O.N. DE0006599905 9.6 4.8 4.8
QIAGEN NV EO -,01 NL0015002SN0 9.8 5.0 4.7
MTU AERO ENGINES NA O.N. DE000A0D9PT0 10.0 5.0 5.0
CONTINENTAL AG O.N. DE0005439004 10.1 5.0 5.1
SIEMENS HEALTH.AG NA O.N. DE000SHL1006 10.3 5.2 5.1
SYMRISE AG INH. O.N. DE000SYM9999 10.4 5.0 5.4
ZALANDO SE DE000ZAL1111 11.1 5.2 5.9
HANNOVER RUECK SE NA O.N. DE0008402215 12.0 6.1 5.9
BRENNTAG SE NA O.N. DE000A1DAHH0 13.5 6.9 6.5
HOCHTIEF AG DE0006070006 14.8 7.4 7.3
SCOUT24 SE NA O.N. DE000A12DM80 15.1 7.6 7.5
GEA GROUP AG DE0006602006 15.2 7.4 7.8


Deutsche Börse provides the XLM on DAX® listed blue chips for the last trading day on a daily basis.

The XLM is given in basis points (100 basis points = 1 per cent) in relation to the relative market impact costs for the so-called roundtrip (simultaneous purchase and sale of a position) for a given order volume. An XLM of 10 basis points and an order volume of €25,000, for example, mean that the market impact costs for the purchase and sale of this share totalled €25.

Detailed explanations can be found in the article “The Market Impact – Liquidity Measure in Electronic Securities Trading”.

Market Status XETR

XETR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the webpage under Data & Tech > Information Channels > Emergency procedures. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

Emergency procedures

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