Maker Opportunity
- CXE
- BXE
| Symbol | Missed 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) |
| TEFe | 37,218,850 | 36,891,885 | 0 | 74,110,735 | 6,659,929 | 1,112.79 |
| SIEd | 39,131,983 | 10,129,940 | 5,645 | 49,267,568 | 16,085,886 | 306.28 |
| DBKd | 33,991,971 | 10,584,185 | 37,537 | 44,613,693 | 26,579,382 | 167.85 |
| DAId | 35,070,779 | 8,949,723 | 65,929 | 44,086,432 | 11,132,062 | 396.03 |
| BASd | 34,237,236 | 9,741,220 | 327 | 43,978,784 | 14,414,624 | 305.10 |
| BAYNd | 34,195,668 | 8,003,425 | 3,000 | 42,202,093 | 9,065,611 | 465.52 |
| DTEd | 35,556,214 | 5,811,577 | 35,186 | 41,402,978 | 10,446,159 | 396.35 |
| SANe | 28,074,361 | 13,220,504 | 4,088 | 41,298,954 | 8,513,259 | 485.11 |
| SAPd | 30,448,901 | 10,226,693 | 18,263 | 40,693,857 | 25,049,081 | 162.46 |
| BMWd | 27,773,828 | 6,152,018 | 6,216 | 33,932,063 | 11,391,865 | 297.86 |
| VOW3d | 25,449,600 | 8,286,182 | 8,356 | 33,744,137 | 19,458,245 | 173.42 |
| CBKd | 22,278,583 | 10,411,939 | 30,990 | 32,721,511 | 12,038,516 | 271.81 |
| HSBAl | 24,246,391 | 8,007,347 | 144,196 | 32,397,934 | 15,867,398 | 204.18 |
| ALVd | 26,002,545 | 5,394,598 | 19,086 | 31,416,228 | 21,165,059 | 148.43 |
| BPl | 24,790,245 | 6,240,159 | 16,965 | 31,047,369 | 10,707,750 | 289.95 |
| FPp | 18,546,916 | 9,667,949 | 9,731 | 28,224,595 | 23,466,482 | 120.28 |
| RIGNz | 27,725,233 | 460,900 | 0 | 28,186,132 | 410,003 | 6,874.62 |
| BARCl | 20,828,356 | 7,213,812 | 63,392 | 28,105,561 | 15,051,319 | 186.73 |
| BBVAe | 23,836,665 | 3,727,420 | 0 | 27,564,084 | 4,331,287 | 636.39 |
| RIOl | 19,782,278 | 7,753,561 | 26,644 | 27,562,482 | 13,117,179 | 210.13 |
| GSKl | 18,709,581 | 7,320,268 | 23,027 | 26,052,877 | 21,739,413 | 119.84 |
| LLOYl | 18,462,823 | 7,391,979 | 168,301 | 26,023,103 | 9,303,888 | 279.70 |
| VODl | 16,437,337 | 8,966,728 | 47,830 | 25,451,895 | 18,792,031 | 135.44 |
| MUV2d | 20,415,411 | 4,815,367 | 6,054 | 25,236,832 | 11,118,144 | 226.99 |
| EOANd | 20,624,029 | 4,207,985 | 7,458 | 24,839,473 | 8,316,318 | 298.68 |
Data for 2013-05-13 to 2013-05-17 inclusive.
- Definitions
- 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.