Bats BZX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 6,839,5794,863,086414,25912,116,9245,959,606 203.32
DRYS 300,4976,280,07559,4696,640,042739,626 897.76
DGAZ 2,506,3772,422,92972,3445,001,6511,481,539 337.60
UNG 675,9582,725,55243,1203,444,6301,292,777 266.45
DCTH 2,327,256623,847219,1933,170,296827,999 382.89
DIA 824,4141,820,45766,3012,711,172500,213 542.00
XLF 1,552,229847,278218,3132,617,8204,585,585 57.09
IWM 1,399,3311,042,513156,6722,598,5151,806,310 143.86
BAC 1,675,781677,160162,9002,515,8414,240,815 59.32
VXX 1,381,574837,591245,9112,465,0774,172,732 59.08
UGAZ 1,494,704593,309149,8182,237,831558,320 400.82
POT 2,072,77755,50913,6442,141,930370,421 578.24
AMD 1,061,608913,18732,0472,006,8413,277,705 61.23
NUGT 906,035795,12662,5201,763,6812,370,170 74.41
GDX 919,301643,92376,3331,639,5573,267,109 50.18
EEM 998,895383,970236,6801,619,5452,574,891 62.90
XIV 1,228,663346,61013,2731,588,5461,505,985 105.48
VALE 472,6101,084,77225,7101,583,0932,427,365 65.22
VALE.P 279,0461,257,1643,9401,540,1501,463,465 105.24
UVXY 948,573530,84537,6431,517,0611,522,067 99.67
QQQ 752,343554,186103,5801,410,1091,354,976 104.07
JNUG 709,481619,42772,2351,401,1441,701,340 82.36
FCX 709,838626,92631,9021,368,6672,172,152 63.01
KHC 375,591920,66343,8901,340,144601,726 222.72
GLD 907,648411,10417,7961,336,548669,814 199.54

Data for 2017-02-17 to 2017-02-24 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.