Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
RNVA 8,679,273747,77898,3109,525,3611,357,749 701.56
SPY 5,101,4903,593,886276,2218,971,5975,263,491 170.45
DGAZ 3,868,4204,937,66380,9238,887,0062,397,536 370.67
BAC 2,804,2131,306,281273,4084,383,9017,350,524 59.64
UGAZ 1,957,1051,156,38770,4043,183,8961,106,386 287.77
CLF 1,045,7481,999,406109,9503,155,1052,936,502 107.44
JNUG 1,718,0581,280,305121,5493,119,9134,094,973 76.19
IWM 1,585,8521,228,64147,5622,862,0551,815,334 157.66
AMD 1,398,2461,292,05992,6902,782,9954,810,531 57.85
UNG 1,099,0891,635,2578,9222,743,268790,893 346.86
UCO 1,151,0341,463,43922,5742,637,047837,744 314.78
VXX 1,394,0491,017,151201,6282,612,8284,985,822 52.41
XLF 1,456,0031,077,18828,7242,561,9153,905,276 65.60
NUGT 1,278,8401,072,933127,0252,478,7974,143,975 59.82
VALE 1,027,2531,145,50134,9262,207,6811,989,199 110.98
ZSAN 679,8481,148,889249,3342,078,0703,456,424 60.12
DIA 824,6241,241,53211,8362,077,992298,474 696.21
YHOO 1,182,560868,39418,0302,068,9841,401,126 147.67
AAPL 888,167933,099132,6851,953,9502,543,639 76.82
XIV 1,352,583520,67354,2771,927,5331,573,329 122.51
MU 1,078,640736,71241,0961,856,4482,381,864 77.94
MDLZ 884,670835,09026,4481,746,2081,456,641 119.88
UVXY 983,193544,58373,9581,601,7342,118,715 75.60
VRX 792,664723,45366,6641,582,7801,798,748 87.99
GRPN 794,755576,482159,0221,530,2582,895,620 52.85

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.