Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 15,865,4766,171,615299,84822,336,9406,477,839 344.82
VXX 4,675,3692,918,732414,7888,008,8899,398,920 85.21
EWZ 2,346,5253,867,467245,5546,459,5463,525,387 183.23
IWM 4,233,4401,802,53973,4496,109,4273,060,939 199.59
UVXY 2,816,0261,861,774225,9064,903,7064,387,379 111.77
AMD 2,380,6172,338,229143,7414,862,5888,790,274 55.32
BAC 2,517,7191,858,103223,0814,598,9036,648,973 69.17
QQQ 2,766,3911,492,02950,9924,309,4112,844,554 151.50
UCO 2,095,2491,688,62947,4783,831,357609,899 628.20
DCTH 711,2772,070,536467,8503,249,6647,034,542 46.20
AAPL 1,615,8531,155,083145,3702,916,3063,369,504 86.55
DGAZ 1,565,5161,113,95545,4032,724,875755,743 360.56
CSCO 1,432,6701,044,591128,4462,605,7073,078,533 84.64
GDX 1,139,8821,333,93145,7002,519,5122,430,011 103.68
XLF 1,663,827783,51127,9152,475,2534,790,853 51.67
GDXJ 1,730,819684,76548,6932,464,2781,020,846 241.40
PBR 1,037,3341,248,305141,7412,427,3802,898,097 83.76
UGAZ 1,403,128863,95159,4352,326,514715,541 325.14
MU 1,383,017886,17525,4332,294,6252,513,317 91.30
BBD 805,2261,344,85713,2522,163,3351,686,160 128.30
EEM 874,1511,189,68340,0222,103,8563,383,978 62.17
XIV 1,474,438519,35375,4192,069,2111,530,340 135.21
UWT 1,365,691661,58836,9072,064,186811,725 254.30
GLD 1,399,647411,84812,8731,824,369715,401 255.01
VALE 966,085807,71940,2381,814,0421,798,825 100.85

Data for 2017-05-17 to 2017-05-23 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.