Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
YHOO 6,061,39322,128,992124,49128,314,8768,487,935 333.59
DCTH 5,626,71112,281,2393,947,28121,855,23049,155,015 44.46
AMD 5,203,4073,430,299324,4718,958,17714,035,504 63.83
SPY 5,773,3752,436,835161,0928,371,3033,798,544 220.38
IWM 2,371,0951,538,26342,2553,951,6132,297,449 172.00
QQQ 2,584,9001,205,53527,9533,818,3882,818,746 135.46
RICE 923,4142,577,18033,2253,533,8191,853,015 190.71
VXX 2,134,888791,962138,6943,065,5433,452,509 88.79
UCO 1,016,0901,814,35370,8452,901,287811,270 357.62
BAC 2,018,208703,701142,2972,864,2053,973,774 72.08
UVXY 1,451,485951,350115,4602,518,2952,451,775 102.71
VRX 1,617,148833,20167,8282,518,1772,868,876 87.78
USO 1,245,4551,214,07544,2132,503,7442,000,495 125.16
KR 813,3271,353,291308,7372,475,3553,069,244 80.65
MU 1,536,873836,57323,0532,396,5002,827,209 84.77
UGAZ 1,144,8841,035,93694,3942,275,214940,448 241.93
CHK 1,703,816467,38784,4122,255,6152,854,922 79.01
UWT 725,8591,307,765218,5412,252,1651,472,235 152.98
AAPL 1,242,238713,08789,3832,044,7082,510,258 81.45
WFM 642,9191,356,08245,2662,044,2672,426,420 84.25
XOP 1,135,655883,99615,8552,035,5051,746,795 116.53
ORCL 854,680767,958123,9581,746,5971,554,881 112.33
ATUS 301,153887,256492,3181,680,7271,804,950 93.12
WMT 784,965809,48652,8471,647,2981,327,340 124.11
BABA 981,848550,33366,8521,599,0331,806,769 88.50

Data for 2017-06-16 to 2017-06-22 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.