Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 58,227,1063,278,42440,57561,546,105690,411 8,914.42
USO 15,773,2493,218,49919,53119,011,279930,477 2,043.18
SDRL 13,967,2103,818,143598,12218,383,4741,026,825 1,790.32
AMD 15,741,1722,129,91165,83817,936,9213,749,241 478.41
BAC 12,441,9141,275,68882,96413,800,5664,351,784 317.12
XLF 11,572,709781,688109,85712,464,2535,856,261 212.84
OIL 11,919,228319,3251,50212,240,055247,425 4,946.98
RAD 8,624,8371,565,515796,80610,987,1582,382,933 461.08
GE 9,271,521870,57640,59810,182,6953,357,726 303.26
GDX 9,650,786461,17759,95510,171,9182,630,439 386.70
EEM 8,884,9871,083,96175,28610,044,2343,730,809 269.22
T 7,409,8271,250,57343,0778,703,4772,023,807 430.05
VALE 7,165,957554,21262,1877,782,3562,804,876 277.46
VXX 6,958,233627,29538,1197,623,647792,207 962.33
ORCL 5,321,8921,100,171108,9436,531,0061,331,546 490.48
IAU 5,787,144440,549406,227,733572,435 1,087.94
RIG 5,590,196452,92529,2856,072,4071,375,514 441.46
SIRI 5,472,399484,30423,7075,980,4101,851,111 323.07
UVXY 5,402,718458,09921,2395,882,056559,739 1,050.86
ECA 5,472,314341,8159,6055,823,7341,737,259 335.23
SPY 4,501,5061,255,63861,9215,819,0651,516,164 383.80
MU 5,019,238686,54931,2875,737,0741,530,788 374.78
FCX 4,885,840445,84128,9795,360,6601,388,945 385.95
CMCSA 4,651,308575,82750,2295,277,3642,112,286 249.84
PBR 4,939,718204,411103,3895,247,518960,882 546.11

Data for 2017-09-15 to 2017-09-21 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.