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)
ADa 25,766,96137,821,234063,588,19479,294,003 80.19
SSEl 15,019,03540,765,308055,784,34315,835,864 352.27
BNPp 41,655,34213,487,423055,142,76564,215,177 85.87
BAYNd 19,994,39132,749,644052,744,03551,505,132 102.41
RIOl 30,826,65215,796,17525,79346,648,62147,492,520 98.22
DGp 41,492,8244,499,377045,992,20030,676,377 149.93
DTEd 21,920,45120,998,62019,07842,938,14974,066,488 57.97
GLEp 30,778,08111,899,2872,21142,679,57939,017,306 109.39
AKZAa 19,848,28222,175,363042,023,64621,780,766 192.94
PHIAa 20,770,47720,716,383272,71741,759,57751,068,469 81.77
NESNz 29,670,97211,748,618041,419,59192,072,633 44.99
UCGm 30,429,76410,319,7396,90640,756,40969,276,541 58.83
NOVNz 31,405,7828,151,0787,12739,563,98763,205,873 62.60
SANp 26,488,92910,935,100193,17937,617,20952,424,947 71.75
FPp 21,167,12914,817,989464,19436,449,31161,735,616 59.04
ROGz 26,192,8619,492,34823035,685,43853,162,453 67.13
IBEe 18,507,60116,886,0185,40035,399,01927,162,729 130.32
MTa 12,798,91622,423,825154,92335,377,66436,810,175 96.11
GLENl 17,603,11117,398,774035,001,88629,572,258 118.36
BPl 23,695,39210,180,274186,22434,061,89143,213,476 78.82
RNOp 22,609,61110,870,45644233,480,50928,467,658 117.61
CAp 19,540,11013,674,893033,215,00329,005,225 114.51
AALl 19,848,87612,369,369032,218,24436,134,485 89.16
SANe 23,677,5728,490,2026,26832,174,04069,859,197 46.06
CSp 22,711,8968,962,068031,673,96425,587,116 123.79

Data for 2017-06-15 to 2017-06-21 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.