Bats BZX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 4,867,8352,792,758915,9028,576,4965,002,380 171.45
DGAZ 3,095,6992,089,07191,5275,276,2971,320,076 399.70
RNVA 3,815,704281,277310,6514,407,632722,441 610.10
IWM 2,093,0321,520,428293,1063,906,5672,334,172 167.36
UNG 1,366,0952,031,04145,1893,442,3251,392,311 247.24
ZVZZT 3,129,7066,4932,7523,138,95110,385 30,225.82
VXX 1,772,1481,019,896124,9862,917,0303,786,014 77.05
NUGT 2,160,160671,76359,9662,891,8893,303,572 87.54
BAC 1,383,8891,273,394149,6422,806,9255,022,480 55.89
PBR 1,080,9491,659,78911,0322,751,770936,174 293.94
GDXJ 1,590,323775,94578,2232,444,4902,567,781 95.20
JNUG 1,238,5301,030,39898,7092,367,6372,988,055 79.24
GDX 999,8361,214,147104,7152,318,6993,622,476 64.01
QQQ 1,322,315741,062135,3102,198,6871,662,788 132.23
GLD 1,304,693585,53812,9061,903,137731,057 260.33
CVM 1,554,426115,847210,1401,880,414165,595 1,135.55
AAPL 652,209942,483258,2231,852,9152,441,424 75.89
FCAU 643,7101,102,619102,4421,848,7712,193,260 84.29
CSX 308,8381,497,94917,3331,824,1201,231,514 148.12
SSO 573,5551,205,3458,4901,787,390223,459 799.87
MSTX 779,657454,395540,8351,774,887640,012 277.32
UVXY 1,155,200572,35044,7901,772,3401,728,426 102.54
XIV 1,293,866454,38123,3841,771,6311,757,211 100.82
XLF 974,260536,416248,3651,759,0413,955,890 44.47
UGAZ 1,230,170377,08196,0621,703,313356,005 478.45

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.