Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
VXX 48,096,7105,885,537281,95654,264,2039,248,999 586.70
UNG 50,877,5231,910,3012,52052,790,345332,040 15,898.79
TZA 19,118,306211,65412019,330,079521,370 3,707.55
SPY 14,157,3153,179,856143,63417,480,8052,215,580 788.99
QQQ 15,372,1671,683,07433,60517,088,8471,511,424 1,130.65
XLF 15,676,6381,006,997113,25516,796,8905,857,391 286.76
AMD 14,426,9342,152,946122,05616,701,9363,253,133 513.41
BAC 14,605,1401,363,28843,51816,011,9473,634,733 440.53
DCTH 10,309,4252,382,244233,85112,925,5201,276,485 1,012.59
USO 8,593,6893,234,73924,21911,852,6471,687,540 702.36
IWM 10,751,068559,27016,55011,326,887578,344 1,958.50
SNAP 8,281,2841,573,241421,22810,275,7531,214,232 846.28
JCP 7,106,0281,551,426575,6879,233,1411,987,493 464.56
VALE 8,344,312514,75367,8718,926,9352,437,752 366.20
GDX 8,350,541461,331110,1608,922,0312,722,996 327.65
UVXY 7,352,3271,046,36637,4768,436,1691,226,592 687.77
FCX 7,619,656471,07622,9678,113,6991,180,659 687.22
SH 7,920,37876,8612607,997,499198,979 4,019.27
EEM 6,706,3291,210,22154,3607,970,9114,261,991 187.02
EFA 6,928,686529,13528,4597,486,2811,506,905 496.80
TVIX 6,511,045777,9698,9497,297,963939,497 776.79
MU 6,106,675764,36027,9076,898,9431,136,416 607.08
CSCO 5,883,143635,49133,1566,551,7902,044,669 320.43
WLL 5,827,703537,97010,0546,375,7271,030,418 618.75
SRC 6,130,152187,3347,6616,325,147918,074 688.96

Data for 2017-08-11 to 2017-08-17 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.