Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 131,034,7036,634,7322,037137,671,4711,588,082 8,669.04
DGAZ 68,595,2763,993,24331,21972,619,738773,849 9,384.23
IAU 58,363,5261,360,52110,44859,734,494688,244 8,679.26
BAC 44,688,8372,553,272227,35647,469,4656,144,393 772.57
XLF 26,403,719654,883212,41327,271,0154,504,866 605.37
VXX 16,755,5621,169,84952,39817,977,8092,075,870 866.04
F 15,672,582830,406117,05516,620,0432,417,409 687.51
GDX 13,664,479850,556337,59914,852,6343,851,574 385.63
PFE 12,854,670401,43738,55513,294,6621,510,088 880.39
VALE 12,460,153632,53740,75613,133,4461,894,728 693.16
FCX 11,117,771858,60646,88012,023,2571,499,333 801.91
RF 10,391,378375,39339,61510,806,3861,361,262 793.85
VIIX 10,406,064228,440010,634,50435,699 29,789.36
ABX 10,351,660201,51717,53310,570,709723,185 1,461.69
AMD 9,853,961532,86827,55210,414,3811,515,142 687.35
USO 6,668,8443,561,0115,44310,235,2981,655,823 618.14
UVXY 9,624,267547,8914,46810,176,626930,022 1,094.23
GE 9,637,217404,37328,59610,070,1851,769,675 569.04
EEM 8,732,9631,203,165105,06310,041,1914,168,750 240.87
SPY 8,348,3211,230,758144,3179,723,3961,343,951 723.49
IWM 8,840,469544,68125,5779,410,727561,728 1,675.32
JNUG 8,374,858675,52915,9139,066,3001,686,414 537.61
NUGT 8,470,373509,7278,1858,988,2852,215,208 405.75
JCP 8,394,728381,25116,0788,792,0561,244,396 706.53
FCAU 7,255,8541,269,750223,1538,748,7581,231,901 710.18

Data for 2017-01-10 to 2017-01-17 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.