Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 3,740,6911,928,784199,9785,869,4533,109,888 188.74
DCTH 1,583,1111,853,7461,838,6885,275,54414,841,525 35.55
SDRL 2,930,7931,510,857464,6034,906,2522,997,460 163.68
VXX 2,199,0881,022,138109,3523,330,5781,851,937 179.84
UVXY 2,085,173950,72979,3753,115,2781,908,012 163.27
UGAZ 1,493,1721,290,075125,2302,908,4761,015,807 286.32
AAPL 1,307,6711,490,239105,6802,903,5892,850,425 101.87
BAC 1,796,879922,35889,5382,808,7754,710,087 59.63
QQQ 1,166,7601,518,12823,4802,708,3682,103,384 128.76
AMD 1,326,6681,018,410118,5242,463,6035,679,055 43.38
UCO 910,9131,372,9419,8212,293,675395,702 579.65
GLD 1,722,739526,06515,2712,264,075539,302 419.82
USO 771,7841,351,93541,6002,165,3181,572,438 137.70
DGAZ 1,055,4541,021,24458,7702,135,468957,737 222.97
RAD 1,000,218748,795380,7462,129,7594,560,786 46.70
UWT 802,5631,048,89633,3021,884,762698,444 269.85
ORCL 1,157,854586,31679,4061,823,5771,643,121 110.98
SNAP 1,018,135708,93840,5801,767,6531,915,955 92.26
MU 1,048,465621,50938,4151,708,3892,960,266 57.71
NVDA 1,110,476498,16661,9191,670,5612,449,425 68.20
TEVA 898,711627,90047,9131,574,5242,173,669 72.44
TVIX 906,997542,46776,1871,525,6501,592,249 95.82
GE 976,042414,425123,0261,513,4931,809,581 83.64
CMCSA 851,162595,60132,6851,479,4481,585,939 93.29
IWM 828,275550,57742,9621,421,8141,494,158 95.16

Data for 2017-09-13 to 2017-09-19 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.