Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 87,929,3585,927,8391,27893,858,4752,125,497 4,415.84
DGAZ 26,552,4683,292,65720,74529,865,8701,826,595 1,635.06
XLF 27,073,7161,341,438206,12228,621,2756,279,681 455.78
IAU 26,891,228510,82416627,402,218480,653 5,701.04
BAC 23,606,3041,441,782107,08825,155,1744,478,033 561.75
VXX 15,850,7391,089,57060,29617,000,6042,837,007 599.24
NOK 15,889,410698,70246,52216,634,634602,322 2,761.75
AMD 12,326,222946,68753,17413,326,0821,776,119 750.29
VALE 11,487,695805,74435,79412,329,2332,057,575 599.21
GDX 10,784,887537,095155,54011,477,5222,438,636 470.65
USO 7,062,6643,956,31916,59911,035,5821,547,244 713.24
VALE.P 9,512,301225,94625,5319,763,7781,165,291 837.88
CHK 8,397,012744,464153,5549,295,0302,077,631 447.39
FCX 8,480,091687,28747,0739,214,4511,621,755 568.18
SPY 7,196,8721,586,73382,8308,866,4341,923,283 461.01
EEM 6,839,354964,285120,2017,923,8413,686,156 214.96
PFE 7,388,810320,63637,3657,746,8111,707,961 453.57
RF 6,716,150256,42631,1817,003,7571,210,607 578.53
AKS 6,558,499334,14012,9566,905,595740,032 933.15
NUGT 6,459,741367,0198,8586,835,6181,246,514 548.38
EFA 6,271,235524,95825,3306,821,5231,316,460 518.17
DRYS 2,896,9223,549,466171,5496,617,937482,382 1,371.93
SWN 5,622,557757,065198,1276,577,7501,039,385 632.85
GE 6,205,462329,89138,7996,574,1511,682,890 390.65
CSCO 5,852,563300,45929,3456,182,3671,553,009 398.09

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.