Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 71,770,1462,988,19121,81374,780,150612,381 12,211.38
BAC 15,518,8252,118,444116,24517,753,5134,174,082 425.33
XLF 15,299,316598,304162,69716,060,3174,239,816 378.80
TZA 14,775,389286,1182015,061,528353,565 4,259.90
USO 10,771,8363,915,94434,45714,722,2372,214,578 664.79
AMD 11,291,4692,364,88326,69113,683,0442,327,830 587.80
VXX 10,385,0921,716,83774,02412,175,9534,274,076 284.88
QQQ 8,399,613794,2419,6209,203,4751,082,122 850.50
GE 7,270,7411,092,68980,7888,444,2192,699,495 312.81
WLL 7,324,223448,52915,9367,788,6881,196,959 650.71
RAD 6,158,5351,147,258258,8727,564,6641,829,756 413.42
T 6,682,397425,13835,6367,143,1711,263,160 565.50
VALE 6,571,505495,3466,5437,073,3941,783,808 396.53
IWM 6,584,001251,03112,6466,847,678477,728 1,433.38
AEZS 4,987,9151,518,82190,9366,597,672802,518 822.12
ECA 6,064,037516,5459,1776,589,7591,824,586 361.16
EEM 5,444,959859,67279,6136,384,2443,152,433 202.52
WFT 5,730,259621,24618,1816,369,6871,926,805 330.58
GDX 5,818,651333,736158,3096,310,6962,417,244 261.07
F 5,688,729518,78450,4476,257,9612,110,230 296.55
ESV 5,774,576365,40514,7276,154,7081,861,479 330.64
EFA 5,382,903566,10355,0436,004,0491,271,577 472.17
DCTH 4,364,1231,330,826157,8445,852,793599,455 976.35
SPY 4,155,2491,559,53759,4315,774,2171,336,022 432.19
AKS 5,172,979409,83423,6195,606,431857,748 653.62

Data for 2017-07-18 to 2017-07-24 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.