Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 65,435,3022,922,6064,58768,362,495519,115 13,169.05
DCTH 33,288,89411,266,721628,00345,183,6188,422,422 536.47
AMD 23,182,9354,434,53342,80627,660,2753,950,675 700.14
YHOO 14,308,9426,016,943147,82520,473,7107,309,810 280.09
XLF 18,819,4111,021,481139,06619,979,9585,585,433 357.72
TZA 18,213,227200,61774318,414,587466,622 3,946.36
BAC 15,659,7632,062,94652,92717,775,6364,417,591 402.38
USO 12,681,1304,320,712121,39317,123,2362,696,899 634.92
VXX 14,600,6421,535,93387,16416,223,7394,721,608 343.61
QQQ 12,599,736939,40818,14913,557,2941,409,542 961.82
UVXY 10,255,004507,22312,12010,774,3471,813,505 594.12
EEM 8,111,8451,452,47887,6509,651,9724,345,430 222.12
CHK 7,811,6281,602,530116,1079,530,2652,632,567 362.01
EFA 8,580,536496,47432,2469,109,2561,852,646 491.69
VALE 8,126,247783,88597,0719,007,2031,873,510 480.77
ABEV 7,874,9101,033,98064,1708,973,0601,995,815 449.59
GDX 7,890,763720,907164,2008,775,8702,637,790 332.70
IWM 8,231,547410,57319,6228,661,742531,564 1,629.48
SPY 6,499,6301,955,66569,5418,524,8361,778,039 479.45
GE 7,353,378714,82179,3028,147,5002,422,524 336.32
ECA 7,289,419754,55712,6938,056,6691,097,997 733.76
KR 6,169,4381,604,199210,6937,984,3301,494,877 534.11
F 6,930,872795,23517,0697,743,1762,060,362 375.82
WLL 6,852,363714,92139,9387,607,2221,386,293 548.75
XOP 6,987,552391,75015,6107,394,9121,663,747 444.47

Data for 2017-06-16 to 2017-06-22 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.