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)
WAFd 8,845,236165,130,6460173,975,8832,559,552 6,797.12
SANe 55,532,02531,350,889086,882,915161,035,865 53.95
ASMLa 31,177,35418,020,242278,12749,475,72351,601,889 95.88
SHPl 23,407,57724,556,474188,67348,152,72451,014,471 94.39
SAFp 30,792,23215,380,569046,172,80226,259,382 175.83
BASd 29,062,94414,343,836043,406,77948,383,862 89.71
RMSp 8,591,51734,176,963042,768,47918,011,008 237.46
BATSl 27,721,77514,058,685203,56841,984,02887,609,481 47.92
SAPd 20,436,77319,874,919803,83341,115,52653,226,514 77.25
SIEd 28,879,20112,012,6963,78040,895,67678,765,467 51.92
RIOl 29,318,24011,279,49251,17040,648,90155,570,867 73.15
EBSv 38,339,6812,260,993040,600,67411,191,135 362.79
NESNz 31,997,7567,655,391039,653,14759,274,566 66.90
BNPp 27,704,76010,475,824038,180,58465,781,416 58.04
SANp 24,085,69613,347,548393,88237,827,12647,207,144 80.13
WOSl 20,968,11514,047,086035,015,20014,947,942 234.25
FPp 22,199,75412,502,086204,72334,906,56248,437,887 72.06
DAId 20,802,12813,604,256034,406,38461,737,785 55.73
NOVNz 25,502,7358,557,151034,059,88654,576,326 62.41
EL4Ad 33,067,5740033,067,574280,797 11,776.33
GLENl 24,391,9858,008,241032,400,22630,421,788 106.50
VODl 16,286,20115,675,32828,20131,989,73036,679,257 87.21
RBl 16,106,15315,639,291031,745,44427,932,930 113.65
G1Ad 23,081,9668,574,380031,656,34630,468,998 103.90
LIp 24,201,7837,334,436031,536,2197,027,163 448.78

Data for 2017-07-17 to 2017-07-21 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.