Bats BZX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 14,433,2148,042,558896,75423,372,5269,311,803 251.00
VXX 11,792,2546,046,805552,89118,391,95017,325,381 106.16
UVXY 4,835,3672,182,008167,9427,185,3183,315,066 216.75
TVIX 3,891,2962,318,315138,8816,348,4923,628,178 174.98
QQQ 3,449,3562,341,138521,7536,312,2474,670,801 135.14
DCTH 2,595,9692,579,377471,5775,646,9231,925,981 293.20
IWM 2,340,0681,338,873289,0153,967,9572,893,097 137.15
XLF 2,206,3721,103,64755,7163,365,7355,276,349 63.79
AMD 2,104,1131,100,66925,7033,230,4843,830,680 84.33
XIV 1,782,857724,56554,0602,561,4831,348,692 189.92
VALE 801,2381,674,48211,7042,487,4242,855,198 87.12
GLD 1,555,395785,64529,1072,370,1471,071,480 221.20
SNAP 1,032,7571,270,66053,4392,356,8552,308,007 102.12
GDX 1,154,145913,06964,8952,132,1093,847,148 55.42
BAC 1,526,388524,51241,9942,092,8942,857,331 73.25
JD 946,3361,044,15068,2412,058,7281,336,457 154.04
SVXY 1,537,065402,06862,1432,001,2751,132,696 176.68
MU 713,2061,237,73039,0541,989,9891,874,092 106.18
UCO 844,1491,127,8961,9941,974,038552,561 357.25
IXUS 1,874,7931201,874,81413,893 13,494.67
AAPL 1,131,528621,21850,1711,802,9171,737,697 103.75
IVV 1,413,504294,69958,0241,766,227513,492 343.96
EEM 672,044960,38174,6781,707,1033,184,690 53.60
SBS 108,2461,469,9278,5681,586,741156,619 1,013.12
CSCO 803,843653,91239,4991,497,2542,095,530 71.45

Data for 2017-08-14 to 2017-08-18 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.