Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 70,102,1743,951,93048174,054,586952,931 7,771.24
XLF 27,377,9371,106,848287,13728,771,9216,196,736 464.31
VXX 23,958,0471,771,78542,07425,771,9063,630,469 709.88
BAC 21,192,2722,530,106219,22223,941,6005,411,641 442.41
ABEV 17,022,875150,31529,14617,202,337765,140 2,248.26
GDX 15,810,2531,119,272209,70017,139,2243,433,406 499.19
TZA 15,971,463224,2271,83016,197,520632,579 2,560.55
SPY 9,759,3352,908,670118,78012,786,7851,775,062 720.36
GGP 2,351,97310,016,5863,80812,372,366380,992 3,247.41
VALE 10,971,1031,075,76154,95712,101,8202,283,627 529.94
USO 7,979,8143,548,7967,30411,535,9132,138,235 539.51
IWM 9,872,967483,42813,20310,369,598586,991 1,766.57
CHK 9,350,746846,11747,12110,243,9841,792,124 571.61
JNUG 9,628,849499,59137,94610,166,3861,472,031 690.64
IAU 8,494,6371,395,661649,890,362566,681 1,745.31
SIRI 9,117,344727,01631,3909,875,7502,560,145 385.75
UVXY 8,775,143625,7786,9699,407,891864,776 1,087.90
EEM 8,107,930926,79041,4359,076,1553,741,841 242.56
F 8,088,620848,54959,8598,997,0282,095,893 429.27
PBR 7,953,409548,65561,8778,563,9411,052,582 813.61
MT 7,619,893745,43848,6238,413,9541,544,735 544.69
RF 7,491,569683,12745,1248,219,8202,469,312 332.88
AMD 7,322,661820,96115,5138,159,1351,493,702 546.24
BBD 7,106,311697,29713,8157,817,4231,041,327 750.72
GE 6,655,615628,99937,5347,322,1482,157,052 339.45

Data for 2017-04-17 to 2017-04-21 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.