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)
SHPl 22,656,35673,786,201142,84996,585,40542,276,013 228.46
BBVAe 54,578,09816,500,05366571,078,81762,785,079 113.21
BNPp 36,278,98921,767,391058,046,38075,990,203 76.39
BATSl 15,471,76233,890,115306,10749,667,98448,254,777 102.93
UNAa 30,670,82015,505,182251,32146,427,32365,637,910 70.73
BOLp 4,066,24741,733,105045,799,3522,535,619 1,806.24
TLWl 2,836,21640,663,850043,500,0654,995,907 870.71
RIOl 29,841,12611,374,60143,95341,259,68049,394,494 83.53
INGAa 29,322,10111,177,71718,54240,518,36083,406,205 48.58
SDGp 39,939,05125,150039,964,20114,459 276,396.71
BPl 22,843,28816,543,63947,85139,434,77947,412,696 83.17
AZNl 21,016,72317,806,84720,58738,844,15654,569,759 71.18
SANp 21,760,89214,919,102604,12137,284,11547,594,321 78.34
FPp 20,457,38115,765,674907,20237,130,25763,219,982 58.73
LLOYl 15,078,24621,574,95135,88636,689,08329,806,881 123.09
CAp 7,652,90927,492,754035,145,66314,755,455 238.19
GLENl 23,461,83010,698,319034,160,14942,465,305 80.44
SANe 19,417,21113,363,59911,13532,791,94563,995,620 51.24
NESNz 23,147,7219,104,22152,57732,304,51866,979,334 48.23
ITXe 28,076,0604,002,458032,078,51726,532,280 120.90
GLEp 20,966,29210,892,78824731,859,32746,324,697 68.77
DBKd 15,061,19216,673,5912,97931,737,76356,786,719 55.89
IFXd 14,034,12816,245,315030,279,44347,229,930 64.11
DAId 15,563,19413,792,457029,355,65182,174,065 35.72
ERICBs 18,679,8368,333,419027,013,25532,099,393 84.16

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.