BXE Maker Opportunity

SymbolMissed Liquidity
(Avg EUR / day)
Exhausted Liquidity
(Avg EUR / day)
Routed Liquidity
(Avg EUR / day)
Notional Opportunity
(Avg EUR / day)
Bats ADN
(EUR)
Liquidity Opportunity
(% of ADN)
DCl 309,214,12892,6250309,306,753987,219 31,331.12
RBIv 177,289,6076,3570177,295,964182,406 97,198.54
NOVNz 130,332,20016,500,6750146,832,87590,021,385 163.11
ULVRl 96,556,04236,519,0830133,075,12530,837,062 431.54
SRENz 88,756,8045,884,237094,641,04230,884,643 306.43
BPl 59,459,5623,059,309062,518,87115,685,044 398.59
INFl 60,009,5751,549,055061,558,6292,001,648 3,075.40
NESNz 42,358,81117,790,00349,56160,198,37594,753,128 63.53
MSLHl 51,400,3453,311051,403,65638,048 135,102.12
UNAa 30,620,35312,560,1093,57543,184,03636,544,706 118.17
WKLa 41,042,719544,072041,586,7913,918,133 1,061.39
HSBAl 22,515,90513,224,669035,740,57532,439,952 110.17
ROGz 25,360,4339,456,03832434,816,79556,182,920 61.97
ZURNz 31,952,0191,977,485033,929,50416,108,818 210.63
GLENl 25,836,7576,916,3656,68032,759,80214,022,791 233.62
NOVOBc 19,742,77910,390,176618,40130,751,35616,528,203 186.05
PNDORc 16,754,05711,789,77498,87328,642,7048,606,791 332.79
AIRp 20,368,7897,421,528027,790,31715,053,617 184.61
BTl 23,522,7471,845,57812,29525,380,6209,024,346 281.25
SYNNz 18,360,4326,506,798024,867,23011,832,261 210.16
RIOl 20,956,6433,826,08234724,783,07213,607,770 182.12
ATCOAs 22,906,2701,362,58515,74524,284,6007,654,598 317.26
LMPl 23,763,48910,863023,774,351154,543 15,383.65
VWSc 19,147,3124,226,678353,01623,727,0069,439,007 251.37
SAPd 12,346,81810,553,296022,900,11422,161,263 103.33

Data for 2017-02-20 to 2017-02-24 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.
Bats ADN
Average Daily Notional value for the last week of shares matched on Bats 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.