Bats BZX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 5,133,1743,058,309998,8949,190,3775,219,845 176.07
DGAZ 3,047,7932,036,27780,6135,164,6831,237,353 417.40
RNVA 3,536,133266,755325,5394,128,427719,268 573.98
IWM 2,181,2181,503,882294,8233,979,9232,398,960 165.90
UNG 1,288,9911,966,12145,1253,300,2371,280,294 257.77
BAC 1,577,4571,442,920172,2373,192,6146,062,333 52.66
NUGT 2,238,281868,80880,1923,187,2813,619,703 88.05
ZVZZT 3,124,9863,4493,0163,131,4519,792 31,979.69
VXX 1,845,0021,088,434127,0823,060,5183,874,621 78.99
PBR 1,055,1731,634,67610,2632,700,112931,731 289.80
GDX 1,026,8231,261,894107,7852,396,5033,682,779 65.07
JNUG 1,305,028990,04376,0302,371,1012,994,962 79.17
QQQ 1,397,405773,658150,4602,321,5231,547,956 149.97
XLF 1,139,303697,684299,5502,136,5364,888,017 43.71
GDXJ 1,234,246739,28779,8792,053,4122,164,294 94.88
UVXY 1,277,865648,57142,9661,969,4021,780,444 110.61
GLD 1,330,529608,54812,0751,951,153760,840 256.45
CSX 414,7861,491,23526,2941,932,3141,424,099 135.69
WMB 673,5961,075,152143,8691,892,6171,317,352 143.67
SSO 583,7991,270,1599,9801,863,937222,804 836.58
AAPL 655,506965,490239,0761,860,0712,481,380 74.96
XIV 1,355,523473,96622,0071,851,4961,785,458 103.70
FCAU 612,6511,107,31398,6651,818,6292,192,571 82.95
CVM 1,463,645105,692150,2371,719,574171,799 1,000.92
PFE 924,860570,56695,6711,591,0972,604,785 61.08

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.