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)
DBKd 33,297,91033,918,38856,35867,272,65632,454,860 207.28
GLEp 35,457,44816,435,637051,893,08539,878,179 130.13
SHPl 16,197,29533,462,622163,35549,823,27245,133,149 110.39
LLOYl 38,058,6276,178,59975,46244,312,68819,879,427 222.91
NOVNz 35,848,0907,450,7187,01543,305,82358,829,987 73.61
AKZAa 27,219,66215,604,707042,824,36919,843,945 215.81
BPl 23,041,61517,970,769173,83541,186,22049,433,387 83.32
SANe 25,112,57015,617,90112,75540,743,22684,631,606 48.14
BNPp 28,345,48111,260,001039,605,48259,447,076 66.62
BTl 21,700,82617,110,20327,43938,838,46820,869,342 186.10
NESNz 29,553,4469,172,114038,725,56064,013,249 60.50
RIOl 25,041,8338,786,33692,59433,920,76346,336,079 73.21
DAId 18,268,21815,401,310033,669,52876,194,472 44.19
CLNz 21,023,55712,242,785033,266,34349,807,339 66.79
AZNl 21,552,16711,198,580032,750,74743,876,983 74.64
ISPm 24,403,8828,157,66031,46732,593,00970,605,026 46.16
GLENl 23,005,6019,538,149032,543,74929,965,089 108.61
SANp 18,749,22212,462,202419,09731,630,52143,076,364 73.43
ABEe 6,261,85723,947,713030,209,57011,221,246 269.22
UCGm 23,629,2825,669,7034,10129,303,08747,763,482 61.35
BATSl 11,063,22717,616,203181,40228,860,83235,050,831 82.34
ROGz 23,416,6615,285,213028,701,87438,882,467 73.82
BMWd 18,349,0638,855,771027,204,83546,956,965 57.94
REPe 16,329,96310,315,351026,645,31326,398,369 100.94
RBl 16,774,4109,558,730026,333,14029,846,034 88.23

Data for 2017-05-19 to 2017-05-25 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.