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)
UBSGz 806,184,8004,154,0985,126810,344,02431,297,963 2,589.13
ESNTl 236,155,6591,573,4960237,729,1552,815,797 8,442.70
UNAa 60,502,018116,883,164745,930178,131,112203,818,661 87.40
ULVRl 53,481,06245,872,464330,23999,683,76587,731,737 113.62
CAPp 50,928,65312,959,850063,888,50429,214,487 218.69
UCGm 9,701,83652,894,732119,41462,715,98177,681,554 80.73
JEl 60,088,626461,820060,550,4464,136,241 1,463.90
BNp 39,637,56212,520,551052,158,11244,097,491 118.28
DSMa 46,879,5993,515,617050,395,21622,732,730 221.69
HSBAl 15,751,74028,294,59353,16544,099,49834,126,587 129.22
BNPp 32,547,35311,440,5631,11943,989,03563,476,714 69.30
RIOl 27,784,65316,086,75522,35643,893,76448,443,766 90.61
HEIAa 27,381,79813,786,4941,71841,170,00939,827,331 103.37
SHPl 14,878,58525,373,986291,38340,543,95348,590,443 83.44
RSAl 39,121,631859,387039,981,0175,356,147 746.45
RNOp 17,804,84721,271,698039,076,54540,388,066 96.75
RBl 20,710,16717,890,103038,600,27050,966,344 75.74
NOVNz 30,570,3587,817,6205,08138,393,06063,599,018 60.37
GLENl 23,527,19114,641,558038,168,74936,535,475 104.47
NESNz 27,654,40210,089,397037,743,79980,426,809 46.93
AZNl 21,870,52714,842,17565,03536,777,73854,927,371 66.96
GLEp 19,990,41816,416,688036,407,10651,131,534 71.20
ROGz 25,900,2399,078,799034,979,03854,991,837 63.61
HOp 8,427,41623,666,061032,093,47817,932,058 178.97
SUp 15,880,30215,570,4421,59831,452,34240,830,906 77.03

Data for 2017-02-14 to 2017-02-20 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.