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)
ACp 161,712,035186,6110161,898,6461,864,131 8,684.94
NESNz 51,828,47912,169,939063,998,41872,796,139 87.91
GLENl 43,515,87214,334,243057,850,11413,879,577 416.80
ITXe 49,686,1433,318,413053,004,55710,288,612 515.18
NOVNz 41,509,7238,488,002049,997,72545,127,437 110.79
VWSc 28,078,9588,837,444674,02937,590,43119,494,688 192.82
ROGz 24,954,8675,299,866030,254,73438,156,608 79.29
NOVOBc 22,118,6836,285,407267,06928,671,16023,794,979 120.49
ISSc 19,671,0446,839,469557,84127,068,3546,062,656 446.48
SAPd 16,442,09110,052,693026,494,78427,176,107 97.49
UCGm 19,123,0746,835,360025,958,43441,203,482 63.00
RIOl 21,955,2942,839,447024,794,74113,582,371 182.55
DBXDd 22,323,5122,365,318024,688,830383,756 6,433.47
BOLs 21,395,5962,691,82029,39024,116,8065,721,298 421.53
AKZAa 22,128,2381,291,482023,419,7201,979,014 1,183.40
SWp 15,353,3227,521,027022,874,3482,156,249 1,060.84
PWTNz 21,861,96294,697021,956,660674,488 3,255.31
SHPl 16,065,8644,804,766020,870,63013,277,876 157.18
SANe 14,214,9405,566,259019,781,19825,560,135 77.39
DAId 9,473,7809,280,939018,754,71915,448,217 121.40
LLOYl 16,670,0942,078,710018,748,8044,910,896 381.78
RDSAa 9,760,7507,699,260017,460,01015,046,862 116.04
GEBNz 14,505,4782,757,075017,262,55312,354,152 139.73
BLTl 12,622,2103,796,021016,418,23016,575,669 99.05
PHIAa 14,650,3531,635,553016,285,9069,786,733 166.41

Data for 2017-08-17 to 2017-08-23 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.