Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 74,921,9414,988,26323079,910,435887,215 9,006.89
BAC 37,014,2302,484,332192,50039,691,0625,467,359 725.96
IAU 35,092,4371,257,30845036,350,194998,563 3,640.25
DGAZ 33,128,8282,512,84536,86735,678,5411,801,885 1,980.07
XLF 33,258,2071,471,375196,21934,925,8017,382,763 473.07
VXX 17,880,1441,249,44876,68219,206,2743,308,578 580.50
VALE 15,470,646899,77353,52416,423,9421,800,608 912.13
GDX 10,211,519604,771311,70911,127,9992,475,556 449.52
AMD 9,662,811602,48120,24810,285,5401,290,764 796.86
USO 7,155,2572,718,5763,9029,877,7351,289,227 766.18
CLF 7,905,0831,749,95931,7319,686,7741,078,831 897.90
PFE 9,089,767357,56954,1979,501,5331,721,223 552.02
VALE.P 8,823,484164,63621,4629,009,582885,228 1,017.77
FIG 7,972,437734,693205,1898,912,3191,731,066 514.85
RF 8,480,625321,94817,8108,820,3841,564,770 563.69
AKS 8,254,615294,62412,7788,562,017838,504 1,021.11
CSCO 7,534,526657,15247,7328,239,4102,117,901 389.04
EEM 6,588,4331,106,19395,2807,789,9063,968,566 196.29
SPY 6,114,1481,529,164125,2627,768,5741,898,203 409.26
JNUG 7,434,389294,4288,3017,737,119873,737 885.52
ITUB 7,232,432292,97814,3747,539,7841,145,067 658.46
GE 7,047,484417,49536,8887,501,8671,483,979 505.52
MU 7,002,313450,85323,6367,476,8021,179,423 633.94
TWTR 6,664,252572,44651,0007,287,697746,636 976.07
GRPN 6,840,148421,09016,9847,278,2221,151,211 632.22

Data for 2017-02-13 to 2017-02-17 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.