Bats EDGX Options Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Bats ADVLiquidity Opportunity
(% of ADN)
SPY Feb 17 233.50 Call [016uQI]7,82120008,021138 5,812.32
SPY Feb 17 233.00 Call [013AAJ]6,4641706,481443 1,462.98
SPY Feb 17 234.00 Call [013A9r]5,64127405,915637 928.57
AAPL Apr 21 160.00 Call [010GCv]2,6983,01405,71235 16,320.00
SPY Feb 24 236.00 Call [016D0x]4,58239514,978591 842.30
SPY Feb 24 237.00 Put [016D0l]4,87410404,978145 3,433.10
SPY Feb 17 235.00 Put [013A9q]4,49719904,696220 2,134.55
SPY Feb 24 234.50 Call [016Lzo]4,40718604,592141 3,256.74
SPY Feb 24 236.50 Put [016Lza]4,4827214,555311 1,464.63
SPY Feb 22 236.00 Call [016Osn]3,73028204,013466 861.16
UPS Apr 21 80.00 Put [010kj7]1,2062,69403,900159 2,452.83
SPY Mar 17 235.50 Put [0185Wb]3,58730403,89164 6,079.69
SPY Feb 22 236.50 Put [016Osq]3,26155703,818306 1,247.71
SPY Mar 17 235.00 Put [00fA34]3,38041223,794367 1,033.79
SPY Feb 24 235.00 Call [0169p7]3,53518633,724177 2,103.95
SPY Mar 03 235.00 Call [016Lyk]3,26830823,57883 4,310.84
SPY Feb 22 237.00 Put [016Oss]3,19729403,491101 3,456.44
SPY Feb 24 237.50 Put [0169p9]3,3658703,45249 7,044.90
SPY Mar 17 236.00 Call [0128eU]3,1858603,272330 991.52
SPY Feb 24 235.50 Call [016M0Y]2,94614403,090196 1,576.53
SPY Mar 03 238.50 Put [016M0V]3,0057303,07851 6,035.29
SPY Mar 03 233.00 Call [016Lzq]2,89515003,04450 6,088.00
SPY Mar 17 234.00 Put [0128eV]2,77426203,036230 1,320.00
SPY Feb 17 232.50 Call [016uRc]2,975002,97553 5,613.21
SPY Feb 17 235.50 Put [016uRe]2,52740302,93057 5,140.35

Data for 2017-02-17 to 2017-02-24 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.