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)
MCp 70,494,5907,900,33172678,395,64721,845,334 358.87
BNPp 47,045,55917,799,901064,845,46080,665,213 80.39
AKZAa 34,802,79729,616,706064,419,50458,532,722 110.06
BBVAe 47,729,84311,740,93766559,471,44665,471,984 90.83
DBKd 18,308,72337,340,4933,88355,653,10069,736,581 79.80
BATSl 29,217,93822,802,717129,36652,150,02144,334,873 117.63
TLWl 4,309,61947,168,378051,477,9978,896,887 578.61
INGAa 31,438,92516,963,4692,23048,404,62397,277,833 49.76
IMBl 18,432,07927,699,222046,131,30128,715,839 160.65
BOLp 3,987,28341,392,710045,379,9932,822,003 1,608.08
GLENl 26,415,05115,508,471041,923,52147,399,707 88.45
RIOl 30,573,97511,169,00364,15541,807,13350,446,828 82.87
SDGp 41,687,63830,190041,717,82816,216 257,263.37
DAId 15,860,50424,291,663040,152,16773,886,014 54.34
BPl 24,354,38414,993,72829,27339,377,38551,708,913 76.15
CAp 9,559,69329,137,860038,697,55216,528,404 234.13
SANe 17,303,60517,841,4576,58435,151,64580,782,961 43.51
AZNl 22,524,01711,552,38040,05234,116,44954,914,070 62.13
SANp 22,609,77811,126,121244,24133,980,14055,396,742 61.34
FGRp 32,148,7871,363,383033,512,1709,988,920 335.49
ITXe 27,079,9104,700,238031,780,14730,361,568 104.67
NOVNz 23,848,3337,911,408031,759,74255,046,876 57.70
ATLNz 22,680,3219,025,809031,706,13027,856,884 113.82
NESNz 22,474,6888,750,11456,37331,281,17662,622,060 49.95
SHPl 21,953,3958,791,791140,78330,885,96844,153,561 69.95

Data for 2017-03-20 to 2017-03-24 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.