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)
NESNz 57,385,20520,857,973078,243,178164,573,756 47.54
NOVNz 45,820,96215,922,016061,742,97892,847,722 66.50
NOVOBc 21,343,60026,501,385617,37748,462,36218,983,255 255.29
ROGz 34,621,66010,094,300044,715,96069,336,717 64.49
SANp 37,171,8222,409,70713,04239,594,57216,284,501 243.14
SSEl 11,449,77523,757,780035,207,55411,934,242 295.01
RIOl 25,458,8263,987,575029,446,4028,700,673 338.44
RBl 23,828,2042,413,248026,241,4527,966,508 329.40
UCGm 20,928,4025,309,997026,238,39926,698,539 98.28
REPe 15,383,5488,353,412023,736,96013,754,543 172.58
ISPm 18,137,0875,306,697023,443,78432,835,162 71.40
BNPp 20,607,3442,242,4244,82122,854,58917,459,519 130.90
ZURNz 16,746,5554,383,148021,129,70315,898,961 132.90
AZNl 15,920,2493,664,297019,584,54713,364,934 146.54
CSp 17,535,3591,779,73413,76619,328,85910,929,212 176.86
VWSc 15,527,6332,788,589323,18118,639,4037,774,525 239.75
UBSGz 15,790,7592,434,778018,225,53718,031,923 101.07
ADa 11,856,6755,601,984017,458,65919,088,593 91.46
FPp 12,566,6164,647,492017,214,10821,347,665 80.64
ELISAh 16,212,935540,152134,39616,887,4822,049,384 824.03
NOKIAh 12,997,7313,351,9284,02716,353,68615,016,163 108.91
SECUBs 15,379,979711,388016,091,3673,335,127 482.48
DANSKc 13,179,6752,563,119214,21515,957,0098,992,257 177.45
LINd 14,773,2001,122,183015,895,3826,828,555 232.78
SIEd 8,499,1477,352,019015,851,16527,474,326 57.69

Data for 2017-06-20 to 2017-06-26 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.