Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
DGAZ 5,769,7326,607,576113,54512,490,8533,504,942 356.38
DRYS 384,7729,881,758185,52910,452,0591,936,881 539.63
SPY 6,249,9512,593,169207,2589,050,3785,183,568 174.60
GDX 3,820,3791,275,79533,7155,129,8892,397,544 213.96
UGAZ 2,748,0551,972,189200,3614,920,6051,632,075 301.49
JNUG 1,651,5562,284,669132,9234,069,1473,711,012 109.65
DCTH 2,156,8621,247,586333,2803,737,7284,341,447 86.09
AMD 1,669,6881,778,628122,7673,571,0836,302,549 56.66
BAC 1,995,842814,513230,0683,040,4235,382,971 56.48
UNG 1,068,5891,777,564135,6602,981,8131,329,856 224.22
VXX 1,702,410977,690175,6232,855,7234,164,900 68.57
NUGT 1,401,8881,201,242121,2992,724,4293,823,211 71.26
UCO 1,215,9181,245,64853,9582,515,525878,366 286.39
IWM 1,532,155917,88348,0062,498,0441,759,556 141.97
DIA 852,8101,378,9209,9992,241,729318,242 704.41
POT 2,075,05955,4513,4872,133,997277,061 770.23
XLF 1,257,324649,19642,1391,948,6593,370,802 57.81
VALE 899,985884,85733,0871,817,9291,935,118 93.94
FCX 1,028,097594,54984,5921,707,2382,255,246 75.70
UVXY 1,070,658506,87565,2241,642,7581,836,776 89.44
XIV 1,189,776352,97531,0461,573,7961,117,839 140.79
MDLZ 782,098698,72025,6701,506,4881,277,686 117.91
USO 561,650879,89948,8561,490,4051,044,602 142.68
NVDA 802,864472,38395,1511,370,3982,047,572 66.93
CHK 774,699495,28098,8831,368,8623,024,894 45.25

Data for 2017-02-17 to 2017-02-24 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.