Bats EDGX Options Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Bats ADVLiquidity Opportunity
(% of ADN)
AAPL May 19 95.00 Put [016SKd]7,35517,153024,508405 6,051.36
BA May 19 125.00 Put [011UTw]5,6004,35709,958103 9,667.96
JPM May 19 65.00 Put [0172Mz]2,7084,88707,595120 6,329.17
SPY Mar 24 233.50 Call [017X40]6,26736116,629230 2,882.17
SPY Mar 24 234.50 Call [017X4G]5,29394756,245428 1,459.11
SPY Mar 24 236.50 Put [017X3J]5,86027806,138249 2,465.06
SPY Mar 22 234.00 Call [017bQF]4,95339905,351494 1,083.20
SPY Mar 24 234.00 Call [017X3r]4,82442175,253345 1,522.61
SPY Mar 24 235.00 Put [017MBX]4,96721505,181749 691.72
SPY Mar 24 233.00 Call [017X44]4,9744125,017143 3,508.39
SPY Mar 24 237.00 Put [017X3X]4,66630814,975334 1,489.52
SPY Mar 24 236.00 Put [017X4f]4,65811334,774295 1,618.31
SPY Mar 22 234.50 Call [018Ycs]3,5221,20184,731813 581.92
SPY Mar 24 234.50 Put [017X4I]4,509185304,724499 946.69
SPY Mar 24 235.00 Call [017MBZ]4,050338174,405822 535.89
XOM May 19 60.00 Put [018C4l]1,4792,85004,329276 1,568.48
SPY Mar 31 233.00 Call [00uvHU]4,2147104,285186 2,303.76
SPY Mar 31 234.00 Call [00uvHR]3,99118604,178246 1,698.37
SPY Mar 31 238.00 Put [00uvGc]3,76822003,987152 2,623.03
JNJ May 19 100.00 Put [017uab]1,1882,62303,811442 862.22
SPY Mar 31 237.00 Put [00uvGh]3,7524213,794179 2,119.55
SPY Mar 22 237.00 Put [017bQ9]3,37024403,613280 1,290.36
SPY Mar 24 235.50 Put [017X4P]3,48412703,611204 1,770.10
SPY Mar 31 235.00 Put [00uvHP]3,37212803,500402 870.65
SPY Mar 24 235.50 Call [017X4c]3,02147543,500313 1,118.21

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.