CXE 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)
WAFd 8,611,456160,755,8120169,367,2672,940,074 5,760.65
BATSl 50,425,31851,232,3441,885,475103,543,137201,178,659 51.47
SANe 57,605,11830,520,929088,126,047157,311,703 56.02
ASMLa 32,093,83818,139,943327,46750,561,24849,374,082 102.40
SANp 30,824,68717,775,53888,81048,689,03547,208,008 103.14
DAId 27,060,69621,370,421048,431,11790,294,995 53.64
SAFp 32,820,43315,535,585048,356,01724,580,400 196.73
SHPl 24,713,14022,089,769240,36147,043,27053,126,472 88.55
SAPd 22,468,54421,360,4201,019,93344,848,89863,082,929 71.10
SIEd 32,657,88211,889,8543,79344,551,52876,057,373 58.58
RIOl 29,232,81013,611,45468,58342,912,84754,984,497 78.05
BNPp 29,594,26511,831,343041,425,60868,008,511 60.91
VODl 20,997,71920,003,53610,39341,011,64843,806,293 93.62
RBl 23,025,61317,422,082040,447,69542,232,970 95.77
GLENl 31,293,6518,760,288040,053,93934,872,658 114.86
BLTl 30,053,9978,689,27317,03238,760,30138,312,963 101.17
NESNz 28,730,2678,296,783037,027,05159,250,035 62.49
FPp 23,356,24712,902,202230,33536,488,78454,297,378 67.20
INGAa 30,739,6485,362,872190,14436,292,66557,163,754 63.49
NOVNz 26,055,4668,765,852034,821,31848,447,403 71.87
GTOa 13,327,27120,711,870034,039,14121,604,537 157.56
BAYNd 17,735,77716,109,918033,845,69544,110,327 76.73
BMWd 17,453,51616,228,397033,681,91362,333,349 54.04
BASd 22,747,2489,672,319032,419,56746,794,207 69.28
IBEe 26,572,1295,639,5326,82532,218,48636,189,222 89.03

Data for 2017-07-19 to 2017-07-25 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.