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 100,907,788312,7200101,220,509971,482 10,419.19
NESNz 68,889,06816,563,490085,452,558109,676,643 77.91
SANe 50,498,55828,973,651079,472,20979,586,787 99.86
NOVNz 47,507,05026,211,831073,718,88063,642,939 115.83
EBSv 49,321,662140,224049,461,8861,015,928 4,868.64
DAId 34,737,67510,185,601044,923,27630,938,863 145.20
GAMe 41,879,0611,226,225043,105,2864,477,554 962.70
BASd 27,734,60212,676,689040,411,29129,497,999 137.00
NNa 38,691,100708,648039,399,7481,958,630 2,011.60
DBGp 38,658,33619,099038,677,435221,561 17,456.79
HOp 38,096,625560,095038,656,7201,039,034 3,720.45
BATSl 24,070,10012,792,7573,11336,865,97050,414,289 73.13
SAFp 35,271,3061,527,98679336,800,0854,090,514 899.64
BMWd 30,288,8064,609,099034,897,90612,378,056 281.93
SAPd 18,538,69315,467,044034,005,73836,779,003 92.46
ROGz 26,992,9755,891,208032,884,18344,408,669 74.05
SIEd 20,958,17610,222,463031,180,63848,444,726 64.36
IBEe 26,269,2244,031,320030,300,54420,646,469 146.76
MRWl 29,116,275365,981029,482,2552,751,226 1,071.60
VOLVBs 19,293,0266,205,77399,99825,598,79728,825,846 88.81
ABBNz 20,079,5614,181,7882924,261,37828,877,239 84.02
UCGm 17,893,9386,123,357024,017,29532,204,735 74.58
GLENl 21,758,9282,258,003024,016,9307,027,923 341.74
BAYNd 13,800,9649,454,474023,255,43827,795,013 83.67
SABe 4,878,92818,121,694023,000,6233,564,686 645.24

Data for 2017-07-18 to 2017-07-24 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.