Bats EDGA Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
DCTH 24,526,0887,225,7177,595,50539,347,3098,379,687 469.56
UNG 21,442,164753,6504,08122,199,894236,994 9,367.28
TZA 16,034,629272,9773,41816,311,024196,240 8,311.77
USO 9,174,2362,388,865110,45611,673,557949,522 1,229.41
XLF 9,350,788355,57190,2199,796,5781,276,174 767.65
AMD 7,667,1601,771,272222,0359,660,4681,141,327 846.42
SPY 6,063,1131,750,6371,614,5439,428,2921,427,375 660.53
CWB 8,741,48176,5122,1998,820,19217,204 51,268.26
VXX 6,748,1391,711,623257,6678,717,4302,190,217 398.02
YHOO 5,215,8742,489,477162,7367,868,0862,252,369 349.32
QQQ 6,078,190980,424260,1527,318,766976,585 749.42
FLOT 6,667,799481,9101,1467,150,85514,479 49,387.77
BAC 5,113,251900,284198,8346,212,3691,134,330 547.67
LQD 5,426,109154,11413,4835,593,706130,227 4,295.35
EEM 3,759,3691,295,578112,3565,167,3021,413,119 365.67
KR 3,106,516715,786985,8644,808,167930,474 516.74
UVXY 3,678,075386,19747,1894,111,462820,878 500.86
IWM 3,433,624341,759226,4934,001,876383,646 1,043.12
ECA 3,378,705508,5147,6293,894,848381,455 1,021.05
VALE 3,381,889462,39733,7543,878,040575,393 673.98
EFA 3,231,484483,49390,2943,805,271995,750 382.15
CHK 3,364,016372,56143,2483,779,826713,787 529.55
ABEV 2,721,981731,079177,9343,630,993697,141 520.84
WFT 2,710,684580,55289,1593,380,395849,566 397.90
IAU 3,246,65446,2008,9693,301,82381,802 4,036.36

Data for 2017-06-15 to 2017-06-21 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.