Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 16,387,8595,621,706361,68222,371,2476,577,095 340.14
BAC 3,176,5311,978,239324,5855,479,3557,730,529 70.88
IWM 3,217,0462,126,33871,3315,414,7152,769,808 195.49
MU 2,351,7211,544,705184,9364,081,3625,016,898 81.35
VXX 2,506,8121,359,215121,4353,987,4634,949,488 80.56
XLF 2,490,926932,17636,3253,459,4275,329,591 64.91
UVXY 2,157,8671,162,383115,7483,435,9983,673,174 93.54
AMD 1,898,6401,390,733135,4643,424,8375,577,948 61.40
NUGT 1,790,6031,352,15770,5833,213,3424,487,099 71.61
JNUG 1,411,5971,493,183188,8353,093,6156,094,790 50.76
QQQ 2,042,431796,29426,6892,865,4142,232,055 128.38
SNAP 1,135,3751,332,953287,9862,756,3153,675,937 74.98
UNG 1,128,6781,497,1778,8742,634,728584,445 450.81
GDXJ 1,579,679950,46425,1972,555,3401,161,490 220.01
GDX 1,575,177859,30422,9602,457,4413,132,625 78.45
UGAZ 1,743,491521,80924,3932,289,693643,897 355.60
UCO 1,313,334947,26318,4722,279,069687,757 331.38
FTSM 2,041,3555,8252922,047,47210,249 19,977.29
ATVI 485,5351,511,72311,3342,008,593622,140 322.85
AAPL 1,078,204775,04198,9521,952,1962,576,443 75.77
F 1,335,064489,30574,7301,899,0992,629,749 72.22
DGAZ 1,407,332466,01622,0111,895,360638,182 296.99
HTGM 848,079685,706282,6161,816,4013,654,083 49.71
EEM 1,031,017740,24015,3771,786,6342,153,931 82.95
JDST 520,5911,157,13450,1181,727,8431,754,533 98.48

Data for 2017-03-22 to 2017-03-28 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.