Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
DGAZ 5,425,3433,859,066281,6759,566,0842,914,110 328.27
SPY 5,996,6953,006,295196,5459,199,5354,760,220 193.26
NUGT 4,786,7901,580,033127,4726,494,2957,509,478 86.48
UCO 2,379,6923,724,19923,8636,127,7541,253,872 488.71
UNG 2,713,5192,972,28617,0875,702,8921,607,527 354.76
UGAZ 3,510,4211,574,46090,3375,175,219948,733 545.49
RNVA 3,706,054756,172574,9375,037,1633,775,998 133.40
BAC 2,660,9261,703,084248,7834,612,7927,267,257 63.47
JNUG 2,347,2032,038,566165,4214,551,1906,612,764 68.82
IWM 2,440,7141,460,80757,8403,959,3612,525,815 156.76
PBR 895,1382,568,18332,2733,495,5941,037,994 336.76
UVXY 1,850,1911,358,65149,7903,258,6322,163,546 150.62
VXX 1,809,0091,312,85081,4543,203,3134,459,953 71.82
USO 936,7172,071,681157,2983,165,6971,986,506 159.36
PTN 1,641,0241,353,70490,4103,085,138592,827 520.41
GDX 1,435,1681,204,76146,0602,685,9893,015,123 89.08
AAPL 1,052,3131,372,83492,0752,517,2233,183,361 79.07
MSTX 725,9771,179,965603,6702,509,6125,015,810 50.03
CVM 1,942,597377,859121,5812,442,0371,470,808 166.03
AMD 979,9611,245,04068,9822,293,9834,801,478 47.78
QQQ 1,508,723746,72416,6952,272,1421,745,325 130.18
GDXJ 1,509,490692,91714,6102,217,0161,224,502 181.05
GLD 1,363,741651,15411,4402,026,336750,513 269.99
XIV 1,331,483586,62746,3441,964,4541,835,909 107.00
UWT 1,381,772486,01720,1471,887,936498,862 378.45

Data for 2017-01-09 to 2017-01-13 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.