Bats BYX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
UNG 126,677,4267,303,820111133,981,3561,156,777 11,582.30
DGAZ 85,952,8684,292,0839,41990,254,371888,273 10,160.66
BAC 62,770,7882,158,783169,62965,099,2014,985,119 1,305.87
IAU 55,931,8481,416,39310,54057,358,780664,688 8,629.43
XLF 39,242,618756,949160,91340,160,4805,439,575 738.30
VXX 17,059,8031,499,14059,64118,618,5842,298,717 809.96
VALE 15,227,595475,77561,77815,765,1481,713,002 920.32
F 13,601,590699,556121,18714,422,3341,735,304 831.11
GDX 12,246,581874,668237,85113,359,1003,648,771 366.13
GE 12,435,382611,91356,42413,103,7192,142,860 611.51
CHK 11,636,109512,16334,72112,182,9931,592,925 764.82
RF 11,630,788433,49127,13712,091,4161,405,443 860.33
PFE 10,629,173520,89635,01211,185,0801,573,942 710.64
AMD 10,353,922482,71726,95610,863,5951,489,170 729.51
EEM 9,398,0911,259,50498,71810,756,3134,068,369 264.39
JNUG 9,456,202581,04920,95510,058,2062,055,315 489.38
ABX 9,792,869220,69216,20410,029,766994,407 1,008.62
USO 5,365,9254,462,2821,6469,829,8531,620,257 606.68
VALE.P 9,459,528202,24454,6929,716,464861,760 1,127.51
VIIX 9,305,892290,90809,596,80041,220 23,281.90
JCP 8,853,016345,5188,3979,206,9311,058,950 869.44
SPY 7,572,7321,317,183110,3449,000,2591,461,062 616.01
BBD 8,639,444320,64827,1248,987,217788,403 1,139.93
EFA 7,737,122929,71850,6498,717,4891,740,945 500.73
UGLD 8,469,003133,10908,602,11241,712 20,622.63

Data for 2017-01-17 to 2017-01-23 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.