Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 3,838,1511,515,968250,4385,604,5582,776,554 201.85
DCTH 1,060,3133,514,062546,8975,121,2729,498,795 53.91
AMD 3,228,3491,315,201193,2054,736,7557,130,257 66.43
MSFT 1,119,2463,030,619116,2394,266,1052,655,001 160.68
BAC 2,656,6941,252,251338,3254,247,2715,666,716 74.95
QQQ 2,077,2021,608,50556,9773,742,6832,102,616 178.00
GE 1,170,4051,892,132284,9673,347,5042,145,044 156.06
UCO 1,475,8861,666,74767,5993,210,231639,116 502.29
UGAZ 1,872,5461,236,87259,0043,168,4221,488,257 212.89
VXX 1,394,7291,387,540193,8372,976,1062,659,494 111.90
NLY 1,550,8881,112,23752,5112,715,6371,581,448 171.72
UWT 1,068,6311,391,641158,0532,618,3251,198,542 218.46
UVXY 1,295,443880,57071,1062,247,1181,725,572 130.22
DGAZ 1,278,307873,16522,9312,174,403619,773 350.84
IWM 1,391,579605,01625,4582,022,0531,487,163 135.97
DRYS 398,2761,338,417278,5042,015,1971,893,211 106.44
VALE 1,453,366235,13937,9011,726,4061,241,974 139.01
CHK 1,380,713252,81263,2541,696,7791,787,358 94.93
USO 633,669875,29558,6211,567,5851,382,825 113.36
AAPL 793,429680,13478,8841,552,4471,899,554 81.73
UNG 646,990884,2184,7221,535,930498,641 308.02
TVIX 925,645543,50042,9061,512,051947,334 159.61
XLF 931,586487,11063,4191,482,1152,156,036 68.74
FB 818,905566,38778,3141,463,6051,891,125 77.39
MU 847,053546,85153,0471,446,9511,916,373 75.50

Data for 2017-07-18 to 2017-07-24 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.