Maker Opportunity

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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)
RDSAa23,715,77728,150,172605,44352,471,39123,175,728 226.41
XTAl12,105,19116,230,230635,56328,970,98422,883,111 126.60
LYY7d24,496,7023,547,454028,044,1565,215,653 537.69
SIEd8,697,39516,273,53256,67725,027,60413,722,556 182.38
RIOl10,813,71313,318,807442,80324,575,32331,541,950 77.91
GLENl6,531,51316,818,627318,47523,668,61411,224,416 210.87
LYY8d20,861,768897,399021,759,1672,207,912 985.51
EXS1d14,439,2904,285,054018,724,3443,254,123 575.40
AALl5,492,8379,409,147206,41115,108,39530,534,042 49.48
SAPd7,749,3565,610,955013,360,31114,338,524 93.18
ROGz5,249,8805,181,8582,115,60212,547,33926,595,612 47.18
BASd5,209,0537,129,78629,35512,368,19417,881,306 69.17
BLTl6,594,5254,945,231788,93012,328,68720,274,944 60.81
BNPp8,038,2293,464,354329,12711,831,7108,934,720 132.42
DBKd5,659,8465,677,226011,337,07228,608,671 39.63
BARCl7,315,8023,689,175298,37511,303,35218,507,689 61.07
HSBAl4,919,7155,293,6171,014,18411,227,51613,840,798 81.12
NOVNz3,603,3475,236,6002,272,14011,112,08722,906,787 48.51
CNEl3,203,3477,437,492010,640,8397,001,921 151.97
VODl4,568,5625,088,888824,05510,481,50620,523,770 51.07
AZNl3,917,0885,888,913317,20210,123,20316,849,704 60.08
BPl4,629,2195,216,55693,4069,939,18012,726,270 78.10
ABIb4,024,4074,365,1691,384,5459,774,1218,599,405 113.66
DBXDd8,188,259646,28008,834,5392,865,699 308.29
FPp4,883,9043,618,267170,4738,672,64417,130,765 50.63
Data for 2012-01-31 to 2012-02-06 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.
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.






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