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
SAP SE O.N. DE0007164600 2.8 1.5 1.3
SIEMENS AG NA O.N. DE0007236101 3.6 1.8 1.8
DEUTSCHE BANK AG NA O.N. DE0005140008 3.9 2.1 1.9
AIRBUS SE NL0000235190 4.1 2.0 2.1
ALLIANZ SE NA O.N. DE0008404005 4.1 2.1 2.0
MERCEDES-BENZ GRP NA O.N. DE0007100000 4.1 2.0 2.1
INFINEON TECH.AG NA O.N. DE0006231004 4.3 2.2 2.1
BAYER AG NA O.N. DE000BAY0017 4.5 2.2 2.3
DEUTSCHE POST AG NA O.N. DE0005552004 4.9 2.4 2.5
BASF SE NA O.N. DE000BASF111 4.9 2.5 2.4
DT.TELEKOM AG NA DE0005557508 4.9 2.5 2.5
MUENCH.RUECKVERS. NA O.N. DE0008430026 5.4 2.7 2.6
E.ON SE NA O.N. DE000ENAG999 5.4 2.8 2.7
RHEINMETALL AG DE0007030009 5.4 2.7 2.7
BAY.MOTOREN WERKE AG ST DE0005190003 5.5 2.8 2.7
HENKEL AG+CO.KGAA VZO DE0006048432 5.7 2.8 2.8
SIEMENS HEALTH.AG NA O.N. DE000SHL1006 6.1 3.1 3.1
RWE AG INH O.N. DE0007037129 6.2 3.1 3.1
SIEMENS ENERGY AG NA O.N. DE000ENER6Y0 6.4 3.1 3.2
FRESENIUS SE+CO.KGAA O.N. DE0005785604 6.6 3.4 3.2
ADIDAS AG NA O.N. DE000A1EWWW0 6.7 3.4 3.3
COMMERZBANK AG DE000CBK1001 6.9 3.4 3.6
FRESEN.MED.CARE AG INH ON DE0005785802 7.2 3.5 3.7
VONOVIA SE NA O.N. DE000A1ML7J1 7.3 3.7 3.6
PORSCHE AUTOM.HLDG VZO DE000PAH0038 7.4 3.8 3.6
MTU AERO ENGINES NA O.N. DE000A0D9PT0 7.6 3.8 3.8
DEUTSCHE BOERSE NA O.N. DE0005810055 7.7 3.9 3.8
DAIMLER TRUCK HLDG NA ON DE000DTR0CK8 7.9 4.1 3.9
VOLKSWAGEN AG VZO O.N. DE0007664039 8.0 3.9 4.0
HEIDELBERG MATERIALS O.N. DE0006047004 8.2 4.2 4.0
MERCK KGAA O.N. DE0006599905 8.3 4.3 4.0
BEIERSDORF AG O.N. DE0005200000 8.6 4.3 4.3
CONTINENTAL AG O.N. DE0005439004 8.7 4.5 4.2
SYMRISE AG INH. O.N. DE000SYM9999 8.9 4.5 4.4
QIAGEN NV EO -,01 NL0015002SN0 9.5 4.7 4.9
HANNOVER RUECK SE NA O.N. DE0008402215 11.6 5.8 5.8
BRENNTAG SE NA O.N. DE000A1DAHH0 13.0 6.7 6.3
ZALANDO SE DE000ZAL1111 13.1 6.5 6.6
GEA GROUP AG DE0006602006 13.1 6.9 6.2
SCOUT24 SE NA O.N. DE000A12DM80 13.3 6.8 6.5


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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