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)
BBVAe 69,976,4603,550,335073,526,79514,066,483 522.71
NESNz 44,363,11215,346,4623,99059,713,56588,558,785 67.43
BATSl 30,053,26622,581,744052,635,01018,513,613 284.30
NOVNz 29,645,00412,214,82316641,859,99356,044,819 74.69
ITXe 38,403,1971,274,966039,678,1638,260,904 480.31
BWYl 33,435,8414,751,269038,187,1101,633,020 2,338.43
DBKd 13,221,78522,980,254036,202,04028,502,526 127.01
UNAa 29,306,7792,175,004031,481,78410,588,176 297.33
ROGz 23,048,5166,590,351029,638,86746,885,600 63.22
DANSKc 23,102,0953,383,511521,17627,006,7817,964,668 339.08
IFXd 14,305,65711,350,274025,655,93120,217,607 126.90
HMBs 18,052,6867,135,33835,60325,223,62615,232,038 165.60
SRENz 19,944,5893,903,114023,847,70321,608,824 110.36
RACEm 23,386,607411,597023,798,2042,166,317 1,098.56
VWSc 18,607,8804,091,603424,72923,124,2127,716,642 299.67
ERICBs 17,212,1545,153,37675,10922,440,63815,400,388 145.71
SANe 15,277,7696,977,941022,255,71033,576,505 66.28
LLOYl 13,406,1388,844,993022,251,1319,115,074 244.11
CSGNz 16,080,6026,087,781022,168,38326,144,775 84.79
SAPd 16,099,2725,746,327021,845,59933,159,459 65.88
SYNNz 18,873,6082,859,428021,733,0358,302,656 261.76
PNDORc 16,872,7214,369,702244,98321,487,4068,916,644 240.98
SHPl 11,457,9059,173,929020,631,8338,132,249 253.70
SANp 15,883,3434,259,74018,11020,161,19312,214,864 165.05
RDSBl 15,082,2684,819,035019,901,3038,802,122 226.10

Data for 2017-03-23 to 2017-03-29 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.