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)
LIp 92,155,8891,131,231093,287,1201,209,593 7,712.27
FMEd 83,729,6211,122,152084,851,7733,581,045 2,369.47
NESNz 43,918,68512,543,779056,462,46483,823,058 67.36
AENAe 44,009,9437,541,562051,551,5054,432,572 1,163.02
FPp 33,266,3897,948,1171,19241,215,69921,219,799 194.23
NOVNz 26,975,0848,620,599035,595,68342,935,443 82.91
RCFp 34,029,6821,034,729035,064,4112,567,099 1,365.92
AIRp 23,074,49610,528,98027,73933,631,21614,110,686 238.34
AFp 15,299,31216,523,256031,822,5682,476,706 1,284.87
BATSl 18,703,2819,585,955028,289,23615,683,944 180.37
SANe 15,568,5349,942,396025,510,93028,993,483 87.99
ROGz 21,255,0683,830,002025,085,07038,102,216 65.84
SAPd 16,090,8498,776,985024,867,83421,565,825 115.31
GLENl 20,717,2313,520,861024,238,09111,265,114 215.16
BASd 20,398,6043,079,36117523,478,14014,774,500 158.91
FORTMh 15,860,4275,754,408217,68821,832,52210,861,819 201.00
VWSc 17,515,7623,301,737438,72221,256,22110,457,674 203.26
SIEd 12,418,0528,344,876020,762,92824,815,498 83.67
ADSd 18,761,2011,644,441020,405,6439,450,202 215.93
RIOl 13,475,2295,884,819019,360,04812,833,252 150.86
HSBAl 11,132,1447,823,972018,956,11613,764,380 137.72
HEIAa 11,686,7017,173,242018,859,94313,500,373 139.70
DGEl 15,477,7853,053,613018,531,39812,766,136 145.16
TEFe 15,993,2892,275,523018,268,81210,710,370 170.57
DTEd 13,489,0904,753,755018,242,84624,060,940 75.82

Data for 2017-09-15 to 2017-09-21 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.