Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 11,770,5763,713,848230,05915,714,4835,015,209 313.34
EWZ 2,317,7383,937,898246,3816,502,0173,616,207 179.80
VXX 3,316,0952,137,968353,0645,807,1277,234,544 80.27
IWM 3,343,8281,351,43050,6564,745,9142,486,189 190.89
BAC 2,082,8381,473,978181,0603,737,8765,077,672 73.61
AMD 2,050,4101,425,72181,9643,558,0956,083,107 58.49
DCTH 681,5442,338,222446,5273,466,2937,431,452 46.64
UVXY 2,137,8831,081,918169,0233,388,8243,075,442 110.19
UCO 1,757,0141,540,46441,0113,338,490584,281 571.38
QQQ 2,065,2611,123,09542,4293,230,7852,204,565 146.55
PBR 1,085,6531,293,619139,4442,518,7163,100,918 81.22
UGAZ 1,452,440962,81668,3142,483,570682,992 363.63
DGAZ 1,332,3951,010,10850,7532,393,256735,784 325.27
GDXJ 1,756,916540,96449,2812,347,1601,120,559 209.46
GDX 1,056,8771,238,65630,5212,326,0542,347,482 99.09
CSCO 1,340,795826,00992,3712,259,1762,680,759 84.27
BBD 820,8901,303,21411,6572,135,7601,730,304 123.43
EEM 883,4611,207,57441,7172,132,7533,312,184 64.39
AAPL 1,222,350790,713109,9812,123,0442,632,825 80.64
MU 1,214,071716,60522,9501,953,6272,170,787 90.00
UWT 1,192,595677,55431,3711,901,521782,472 243.01
XLF 1,384,617479,83526,1321,890,5843,875,087 48.79
ITUB 594,2921,169,89718,5401,782,7292,160,129 82.53
VALE 918,221819,82243,2761,781,3191,854,857 96.04
ABEV 988,476712,4856,4551,707,4161,587,980 107.52

Data for 2017-05-18 to 2017-05-24 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.