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)
BATSl 22,030,85127,557,237106,69149,694,77967,121,197 74.04
AFp 14,838,11132,791,785047,629,8969,882,918 481.94
BNPp 26,646,07118,600,7113,68945,250,47257,753,772 78.35
HSBAl 18,979,24926,232,90026,35845,238,50746,110,690 98.11
IMBl 16,598,70222,045,745038,644,44823,547,436 164.11
GLENl 23,872,42313,681,435037,553,85746,628,306 80.54
RIOl 22,436,37114,654,38849,01437,139,77449,168,871 75.54
GLEp 19,222,30217,425,349036,647,65127,891,523 131.39
SANe 21,383,85514,342,8416,30735,733,00268,716,043 52.00
ADSd 28,949,9136,694,915035,644,82832,942,812 108.20
AZNl 15,805,96419,205,31176,33535,087,60945,013,056 77.95
DAId 22,243,82710,351,549032,595,37657,087,547 57.10
SANp 20,008,43611,585,54171,20431,665,18134,831,738 90.91
SUp 22,312,9929,041,842031,354,83429,080,005 107.82
RBl 14,602,42016,010,448030,612,86839,472,059 77.56
SIEd 17,987,31412,073,62343930,061,37751,824,626 58.01
MCROl 9,391,01420,091,422559,04830,041,48416,876,210 178.01
PHIAa 21,627,5307,699,959454,47929,781,96840,940,937 72.74
PPBl 1,779,32027,568,500029,347,8203,215,089 912.82
DGEl 19,801,8799,441,07323,64029,266,59228,035,646 104.39
PAH3d 6,056,51723,178,230029,234,7487,232,615 404.21
1COVd 8,550,88320,051,738028,602,62131,898,693 89.67
SHPl 18,528,3749,784,648278,34928,591,37234,509,121 82.85
FMEd 24,944,0201,959,2556,35326,909,62814,551,748 184.92
CAPp 16,736,0369,800,830026,536,86623,720,479 111.87

Data for 2017-09-12 to 2017-09-18 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.