Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 11,092,8244,569,621232,49515,894,9414,937,571 321.92
VXX 3,925,9431,758,557213,3985,897,8985,554,730 106.18
UCO 3,429,8412,278,62618,1435,726,610768,674 745.00
BAC 2,948,6092,180,860251,3855,380,8546,953,475 77.38
NUGT 2,026,6802,507,93471,5054,606,1193,214,607 143.29
UVXY 2,840,4491,610,46593,7554,544,6693,621,394 125.50
IWM 2,914,2731,136,29665,1964,115,7652,140,370 192.29
AMD 2,053,176971,31156,7203,081,2074,159,227 74.08
GDX 1,512,1301,407,27826,6942,946,1032,871,770 102.59
UGAZ 1,745,879804,17941,3632,591,421596,509 434.43
JNUG 1,139,8211,038,077228,9912,406,8884,313,694 55.80
USO 1,199,9531,134,69134,6792,369,3231,271,897 186.28
DGAZ 1,812,204481,54430,6682,324,416670,784 346.52
UNG 1,137,1851,177,9882,8352,318,008579,232 400.19
GLD 1,541,286725,12318,0082,284,416927,613 246.27
XLF 1,669,437580,37424,4162,274,2273,770,043 60.32
QQQ 1,594,009564,92710,1022,169,0381,587,178 136.66
UWT 1,601,621486,18451,7472,139,552676,331 316.35
OCN 334,6811,446,246356,3372,137,2641,368,177 156.21
GDXJ 1,404,004646,69820,9982,071,6991,251,739 165.51
BSJK 1,956,88023,3004201,980,6002,862 69,203.35
MU 1,350,826602,50825,7001,979,0341,904,012 103.94
CYTR 1,351,231481,008137,0941,969,3321,593,441 123.59
XIV 1,497,169348,15549,8351,895,1591,110,910 170.60
CHK 1,033,110582,292139,8081,755,2112,350,760 74.67

Data for 2017-04-17 to 2017-04-21 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.