Bats BZX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
SPY 10,844,9287,315,037643,97618,803,9426,974,318 269.62
IWM 2,213,1881,500,120357,8674,071,1762,652,103 153.51
MSFT 982,8472,545,96888,9993,617,8142,181,863 165.81
BAC 1,828,8431,346,898139,8763,315,6175,327,718 62.23
VXX 1,599,7541,095,189196,1782,891,1213,490,408 82.83
GDX 1,339,5521,376,649146,5142,862,7154,049,395 70.69
NUGT 961,9311,484,26953,6122,499,8122,380,362 105.02
XLF 1,654,027639,53375,3102,368,8705,755,368 41.16
SNCR 407,8381,727,50032,9862,168,324395,305 548.52
GLD 1,613,950405,77251,9692,071,691893,469 231.87
UVXY 1,277,687680,47876,0322,034,1971,807,466 112.54
QQQ 1,247,538633,978146,5262,028,0421,774,875 114.26
CYTR 1,029,141542,005419,4261,990,572644,412 308.90
INTC 1,093,235657,402184,8671,935,5042,343,112 82.60
AMD 815,3001,017,15217,8961,850,3482,326,274 79.54
BCE 225,6591,576,30614,1471,816,113276,764 656.20
GDXJ 917,323682,582210,6701,810,5761,739,553 104.08
EEM 712,538614,630372,0481,699,2162,920,636 58.18
JNUG 718,017884,05781,1861,683,2592,851,804 59.02
DGAZ 1,127,185446,04048,4221,621,647464,799 348.89
MU 812,648744,65633,1761,590,4801,853,152 85.83
UCO 898,702614,81243,2961,556,810512,418 303.82
WFT 544,278909,86619,7991,473,9432,072,459 71.12
XOP 519,516835,40192,6591,447,5771,362,704 106.23
TLT 586,527809,63024,8001,420,957920,639 154.34

Data for 2017-04-24 to 2017-04-28 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.