Bats BZX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
DCTH 8,024,7884,748,3711,926,34114,699,5014,920,156 298.76
SPY 5,521,9154,503,657419,44910,445,0214,888,344 213.67
RICE 785,5144,330,03580,4775,196,0261,874,128 277.25
AMD 2,476,0412,586,61075,1625,137,8137,106,940 72.29
IWM 1,934,8101,331,588147,4533,413,8512,644,943 129.07
VXX 1,900,757683,122294,8392,878,7174,391,818 65.55
QQQ 1,747,992931,651169,5822,849,2252,504,911 113.75
UCO 835,2991,463,3174,3602,302,976598,255 384.95
USO 1,071,2531,166,42521,2972,258,9752,269,411 99.54
UVXY 1,269,075642,19355,1141,966,3831,848,641 106.37
XLF 1,285,744527,065119,5861,932,3965,639,293 34.27
XOP 903,409915,56656,7251,875,7012,048,682 91.56
ORCL 778,221923,47666,7341,768,4311,976,764 89.46
BAC 1,154,963575,11426,0741,756,1513,048,227 57.61
MSFT 822,012733,04579,0891,634,1462,102,253 77.73
GDX 874,270672,37835,7071,582,3552,640,101 59.94
ECA 578,869892,64522,8071,494,3212,415,095 61.87
AAPL 794,814601,41771,5961,467,8271,515,810 96.83
UWT 444,084990,8609,1171,444,061495,284 291.56
EWZ 526,403890,51420,6531,437,5711,068,446 134.55
EEM 645,788632,829141,5581,420,1752,951,023 48.12
HYG 139,3891,187,62765,5441,392,559935,286 148.89
CMCSA 766,507597,97223,2711,387,7491,864,728 74.42
EPD 752,437629,6695,2791,387,384316,364 438.54
CX 236,2711,121,5439,5551,367,3691,035,242 132.08

Data for 2017-06-19 to 2017-06-23 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.