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)
UBSGz 807,282,5174,378,57130,783811,691,87033,440,789 2,427.25
ESNTl 236,491,3301,558,5040238,049,8352,581,547 9,221.21
UNAa 58,105,51089,278,314745,930148,129,753174,361,613 84.96
ULVRl 38,962,56437,128,011330,23976,420,81371,749,522 106.51
UCGm 9,987,00559,162,391116,38069,265,77684,422,942 82.05
CAPp 52,433,18113,187,135065,620,31628,590,570 229.52
JEl 60,622,872614,642061,237,5144,205,573 1,456.10
BNPp 36,497,99520,161,612056,659,60773,205,687 77.40
BNp 39,240,46213,254,004052,494,46643,657,995 120.24
DSMa 47,152,3313,879,021051,031,35223,468,253 217.45
HSBAl 21,753,36428,606,44644,00150,403,81231,925,544 157.88
GLENl 27,275,07421,504,617048,779,69142,820,345 113.92
RIOl 32,454,37616,142,03476,57348,672,98357,823,833 84.17
RNOp 21,414,36723,518,518044,932,88446,671,663 96.27
SHPl 15,567,99626,092,191319,57841,979,76551,931,573 80.84
RSAl 39,194,487842,336040,036,8235,247,498 762.97
RBl 26,596,19613,197,129039,793,32656,762,834 70.10
SIEd 28,664,60610,479,810039,144,41638,534,031 101.58
AZNl 21,895,54414,988,81070,27836,954,63255,285,666 66.84
NESNz 27,471,0299,371,753036,842,78275,405,916 48.86
NOVNz 28,729,7697,645,1155,08136,379,96662,745,468 57.98
HEIAa 20,930,10813,960,3881,71834,892,21441,809,140 83.46
GLEp 20,499,23914,225,965034,725,20453,500,344 64.91
DBKd 17,564,19916,858,037125,13134,547,36843,387,030 79.63
KNINz 32,312,568684,555032,997,1236,071,889 543.44

Data for 2017-02-13 to 2017-02-17 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.