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)
BNPp 62,869,38047,531,4050110,400,785119,405,470 92.46
RIOl 35,497,49039,762,03349,36175,308,88562,792,156 119.93
SANe 26,802,23443,438,0461,76370,242,04387,239,866 80.52
UCGm 26,958,53441,534,3071,40968,494,25083,250,879 82.27
CDIp 62,742,0914,728,7384467,470,87312,033,395 560.70
GLEp 36,342,02430,899,378067,241,40279,663,790 84.41
AKZAa 29,752,40436,923,254066,675,65933,786,502 197.34
SANp 43,529,68318,130,436223,10061,883,21974,547,066 83.01
SYNNz 19,251,59537,796,051730,24557,777,89144,842,994 128.84
RNOp 43,961,23212,900,439056,861,67025,339,492 224.40
BMWd 40,791,18011,423,42778652,215,39258,370,560 89.46
BPl 36,657,79213,799,09844,58950,501,47965,889,346 76.65
FPp 31,186,49416,456,444189,49547,832,43383,635,700 57.19
ISPm 26,424,79320,626,192047,050,98578,494,827 59.94
LLOYl 32,189,15411,819,70235,91244,044,76826,621,758 165.45
BBVAe 34,194,1599,464,28186543,659,30575,811,182 57.59
PNDORc 28,102,69914,876,796042,979,49551,177,114 83.98
BATSl 18,111,46124,814,16847,04942,972,67849,024,243 87.66
SCABs 22,034,74919,397,945041,432,69432,274,857 128.37
EXW1d 15,268,14525,811,949041,080,0947,788,890 527.42
INGAa 28,363,17011,928,76434,98940,326,92464,585,421 62.44
MTa 26,063,29413,271,928332,42039,667,64154,375,336 72.95
GLENl 21,712,85916,456,762038,169,62142,780,021 89.22
DBKd 28,983,0018,217,04441,56337,241,60851,774,637 71.93
SUp 25,868,20610,830,6563,00336,701,86439,091,152 93.89

Data for 2017-04-13 to 2017-04-21 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.