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)
GLEp 33,601,16214,266,24240147,867,80437,654,986 127.12
SHPl 17,964,51328,887,664223,61147,075,78845,741,272 102.92
BNPp 29,752,45911,309,840041,062,29963,319,915 64.85
NOVNz 33,623,1177,426,2087,01541,056,34158,636,735 70.02
BPl 22,528,41716,747,927127,01439,403,35846,028,629 85.61
SANp 20,308,54516,769,219442,18537,519,94939,058,058 96.06
CLNz 24,707,40112,809,327037,516,72855,433,615 67.68
NESNz 28,164,8159,250,629037,415,44461,903,623 60.44
ABEe 7,017,90929,800,820036,818,72912,164,045 302.68
AKZAa 17,600,03018,719,319036,319,34918,704,952 194.17
ISPm 24,759,99511,089,87014,08135,863,94771,292,979 50.31
RIOl 25,771,6349,216,60650,38235,038,62245,266,974 77.40
DAId 17,849,85215,287,588033,137,44072,509,242 45.70
SANe 20,532,67811,772,04710,85532,315,58178,291,178 41.28
GLENl 22,359,7728,341,046030,700,81826,596,364 115.43
AZNl 20,075,29710,488,103030,563,39939,581,486 77.22
BATSl 11,871,75717,902,07414,15929,787,98934,311,936 86.82
UCGm 23,962,4995,074,0454,10129,040,64546,619,730 62.29
REPe 17,372,03610,907,922028,279,95825,978,815 108.86
ROGz 22,433,3035,714,263028,147,56638,290,555 73.51
SAFp 12,335,68315,276,372027,612,05522,737,963 121.44
MRKd 26,010,3561,548,188027,558,54423,152,887 119.03
BTl 15,942,73710,282,29724,05526,249,09021,503,449 122.07
FPp 17,450,7668,206,738310,27025,967,77346,750,185 55.55
RBl 16,735,4969,055,857025,791,35329,262,586 88.14

Data for 2017-05-22 to 2017-05-26 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.