Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 130,789,5126,551,8072,337137,343,6561,806,471 7,602.87
DGAZ 62,834,0633,959,66433,37966,827,106796,449 8,390.63
IAU 54,624,9111,328,0912855,953,030750,178 7,458.63
BAC 35,870,4722,143,188215,15438,228,8145,359,647 713.27
XLF 22,089,213494,635178,49222,762,3403,508,698 648.74
VXX 15,568,0301,128,29847,92716,744,2551,987,988 842.27
F 14,438,660729,12988,45115,256,2402,573,201 592.89
GDX 13,158,748821,564306,29314,286,6053,834,836 372.55
PFE 11,395,277360,40733,45511,789,1391,328,018 887.72
VALE 11,137,022583,22030,62811,750,8711,828,803 642.54
FCX 10,862,716791,21245,81911,699,7461,427,181 819.78
UVXY 11,070,047560,4615,12811,635,635995,929 1,168.32
USO 7,168,3473,696,9134,60510,869,8661,688,995 643.57
ABX 10,657,607181,00216,50510,855,114723,545 1,500.27
EEM 8,405,0261,191,021112,1419,708,1883,989,768 243.33
SPY 7,931,1701,229,236129,8459,290,2511,310,500 708.91
IWM 8,657,023514,66525,9989,197,686536,479 1,714.45
JNUG 8,276,712789,32215,9399,081,9741,934,969 469.36
VIIX 8,791,598177,14008,968,73827,850 32,203.73
AMD 8,367,655435,51528,8418,832,0111,240,746 711.83
FCAU 7,279,7581,258,327223,5008,761,5851,227,542 713.75
NUGT 8,041,455582,9078,6348,632,9962,058,840 419.31
GE 8,265,418340,78024,5098,630,7061,715,274 503.17
JCP 8,134,716322,13013,2888,470,1341,104,512 766.87
RF 8,024,881259,45727,2578,311,5941,155,956 719.02

Data for 2017-01-09 to 2017-01-13 inclusive.

Missed Liquidity
This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO where we had no liquidity.
Exhausted Liquidity
This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO, which were partially filled.
Routed Liquidity
This number represents for the last week the average daily volume on orders which were routed and filled on another venue.
Volume Opportunity
This is a measure of the total average daily volume of the missed, exhausted and routed liquidity.
Bats ADV
Average Daily Volume for the last week of shares matched on Bats for the security shown.
Liquidity Opportunity
Percentage of the ADV missed, exhausted or routed. The higher the percentage the larger the market making opportunity.