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)
RNOp 323,259,737952,426718324,212,8814,753,800 6,820.08
BNPp 34,466,34966,004,6849,848100,480,88130,521,643 329.21
GLEp 35,303,73050,666,391101,36586,071,48621,942,954 392.25
CDIp 56,389,0785,149,227061,538,3048,693,070 707.90
DIAe 56,272,101315,445056,587,5461,492,011 3,792.70
UCGm 37,714,89215,155,768052,870,65952,426,532 100.85
SYNNz 17,472,74433,853,936051,326,68027,590,793 186.03
DGp 48,416,6482,070,47996750,488,09414,273,105 353.73
NOVNz 35,713,87811,096,964046,810,84277,587,414 60.33
AIRp 37,112,6435,742,41916,62642,871,68813,015,114 329.40
DAId 37,150,8765,578,29814,20342,743,37719,062,582 224.23
NESNz 28,059,95011,926,16813,85239,999,97088,296,737 45.30
BBVAe 33,391,7536,431,824039,823,57824,783,290 160.69
SANe 23,361,37412,560,923035,922,29746,674,671 76.96
DANSKc 29,080,8994,867,981906,35634,855,23612,773,691 272.87
ROGz 27,112,1297,372,835034,484,96454,745,975 62.99
ABIb 28,087,2572,948,7531,41031,037,41923,350,989 132.92
RIOl 21,206,0309,582,539030,788,56911,384,234 270.45
VOLVBs 23,018,5207,375,502156,99230,551,01423,767,412 128.54
DBKd 22,297,3027,475,9463,35729,776,60533,500,652 88.88
RMSp 27,416,7171,578,8749,69829,005,2895,393,040 537.83
SAPd 21,991,7826,422,8091,71928,416,31034,882,701 81.46
HSBAl 17,116,92410,937,035028,053,95813,424,081 208.98
MCp 17,210,09210,780,3394,09727,994,52724,102,195 116.15
NOVOBc 14,344,01810,869,974277,44425,491,43617,642,858 144.49

Data for 2017-04-24 to 2017-04-28 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.