Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 6,335,9843,154,181225,5209,715,6865,010,652 193.90
DGAZ 5,294,0933,685,286271,1389,250,5172,776,258 333.20
NUGT 4,931,7411,847,028131,5976,910,3677,948,833 86.94
UCO 2,585,6963,222,48827,0775,835,2611,051,369 555.02
UNG 2,610,3412,963,87914,9145,589,1351,394,813 400.71
BAC 3,155,7912,072,805284,4085,513,0048,846,121 62.32
UGAZ 3,378,1491,316,00169,1524,763,302796,122 598.31
RNVA 3,409,606773,494573,4204,756,5213,958,121 120.17
JNUG 2,388,8112,003,167149,8214,541,7986,300,555 72.09
IWM 2,693,4371,503,30756,9694,253,7132,591,510 164.14
PBR 781,3742,550,80641,2893,373,468983,516 343.00
VXX 1,853,1751,402,94678,3403,334,4614,541,254 73.43
UVXY 1,927,3241,304,34452,8763,284,5442,077,677 158.09
USO 859,4341,845,317117,1042,821,8551,840,928 153.28
GDX 1,398,1531,220,92944,6572,663,7392,970,391 89.68
AAPL 1,100,8171,403,302104,5712,608,6913,301,287 79.02
AMD 1,021,2951,303,33262,8292,387,4565,100,745 46.81
QQQ 1,520,080733,49916,6972,270,2771,674,665 135.57
CVM 1,780,642319,856105,0902,205,5881,335,201 165.19
XLF 1,404,606653,81344,2602,102,6794,018,848 52.32
GLD 1,411,237670,42012,0212,093,678760,749 275.21
XIV 1,371,674613,09945,9302,030,7031,851,141 109.70
GDXJ 1,261,369664,27012,5891,938,2281,143,283 169.53
DRYS 410,2531,442,28976,2041,928,7462,252,602 85.62
UWT 1,417,569485,36916,0341,918,972467,258 410.69

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.