BXE 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)
LLOYl 156,429,7714,271,5550160,701,32611,366,708 1,413.79
DBKd 40,109,99849,158,483089,268,48119,239,200 463.99
RIOl 81,960,2694,685,854086,646,12312,708,541 681.79
NESNz 66,275,52320,047,721086,323,244149,153,629 57.88
NOVNz 61,648,55712,329,813073,978,36979,170,261 93.44
GLEp 41,295,9843,149,08725,83744,470,90810,413,484 427.05
ROGz 36,173,3437,205,009043,378,35255,631,159 77.97
SANe 28,598,69814,394,296042,992,99448,426,311 88.78
REPe 25,418,5619,057,437034,475,9988,830,098 390.44
AKZAa 31,988,5181,590,452033,578,9694,017,454 835.83
UCGm 25,681,5256,950,124032,631,64939,234,703 83.17
LHNz 27,203,8675,123,065032,326,93131,161,089 103.74
UBSGz 26,109,6865,837,462031,947,14835,517,818 89.95
ISPm 23,712,1135,309,597029,021,71043,335,903 66.97
NDAs 23,223,8633,951,005144,08127,318,94922,323,231 122.38
ABNa 26,411,587891,773027,303,3613,519,306 775.82
CSGNz 22,358,9184,738,7621,28927,098,96932,589,090 83.15
ZOTe 26,569,778152,754026,722,5321,788,087 1,494.48
BMWd 21,952,6742,895,304024,847,97812,212,355 203.47
VOLVBs 18,923,7714,873,87746,75523,844,40321,939,595 108.68
BATSl 12,667,7549,915,716022,583,46922,056,228 102.39
FPp 18,675,0632,938,502118,59421,732,15815,667,372 138.71
BAYNd 13,119,1058,379,316021,498,42129,280,181 73.42
SRENz 17,740,1113,476,633021,216,74419,300,199 109.93
BNPp 17,297,3963,846,27815,59321,159,26825,126,540 84.21

Data for 2017-05-17 to 2017-05-23 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.