Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 17,296,1095,614,880353,58223,264,5726,549,287 355.22
IWM 4,056,3062,480,43680,4506,617,1923,151,824 209.95
BAC 3,564,3122,006,300400,2375,970,8499,602,384 62.18
VXX 3,139,9291,548,503111,0724,799,5045,767,800 83.21
AMD 2,459,7221,718,176137,5344,315,4317,455,696 57.88
XLF 2,972,5561,097,88233,0034,103,4416,367,327 64.45
UVXY 2,163,4101,582,147128,9513,874,5083,851,392 100.60
MU 2,025,0671,588,857179,0983,793,0214,976,359 76.22
UNG 1,419,2921,984,0243,0233,406,339806,463 422.38
NUGT 1,877,5931,384,47180,0523,342,1164,427,167 75.49
GDX 2,197,245901,07286,0933,184,4113,202,126 99.45
QQQ 2,123,947822,38126,4992,972,8262,297,175 129.41
UGAZ 2,193,293674,83542,5132,910,641761,281 382.33
JNUG 1,387,8761,325,204178,9582,892,0385,826,101 49.64
UCO 1,673,2741,164,39317,2142,854,881803,133 355.47
GDXJ 2,019,333700,18737,7902,757,3101,169,851 235.70
DGAZ 1,644,876539,24822,6812,206,805763,436 289.06
F 1,448,759619,54270,2872,138,5883,725,367 57.41
FTSM 2,041,1867,0294882,048,7038,359 24,508.95
AAPL 1,133,484777,857107,8942,019,2362,682,279 75.28
USO 938,707969,72490,9131,999,344749,215 266.86
EEM 1,027,431947,85620,0361,995,3242,551,820 78.19
SNAP 775,823931,759218,8031,926,3852,656,503 72.52
SCO 1,235,251621,3478,4101,865,008166,277 1,121.63
XIV 1,466,751278,17782,9311,827,8591,147,993 159.22

Data for 2017-03-20 to 2017-03-24 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.