Bats EDGX Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADN)
DGAZ 5,797,7944,813,479101,72010,712,9933,077,790 348.07
SPY 6,235,0653,105,865186,0399,526,9694,867,982 195.71
UNG 2,983,3833,400,69014,9506,399,0231,264,667 505.98
BAC 3,399,7421,763,739204,7745,368,2557,368,926 72.85
UGAZ 3,797,9711,321,39852,8985,172,267714,729 723.67
UCO 3,020,4101,889,59279,1024,989,104890,428 560.30
BAA 4,239,36443,76331,4854,314,613140,764 3,065.14
VXX 1,977,0341,904,561116,6563,998,2504,989,911 80.13
NUGT 2,333,6891,358,54396,6663,788,8976,385,576 59.34
JNUG 1,714,4311,558,956132,7573,406,1445,811,777 58.61
IWM 2,197,2121,056,22441,8113,295,2471,900,802 173.36
CSX 1,058,9671,940,946174,5763,174,4893,144,118 100.97
QCOM 1,099,0941,575,323128,7432,803,1613,075,084 91.16
RAD 675,0882,021,60583,4932,780,1861,823,053 152.50
AMD 1,101,2231,046,055120,2782,267,5564,449,510 50.96
XLF 1,412,874822,78324,4322,260,0884,108,710 55.01
USO 768,3471,267,051113,9612,149,3591,253,700 171.44
QQQ 1,326,172647,07617,6951,990,9431,430,049 139.22
GDX 944,759827,83147,3921,819,9822,788,549 65.27
DRYS 250,3291,315,347182,2481,747,9243,235,043 54.03
C 1,095,605606,26035,7981,737,6631,467,650 118.40
REXX 1,276,831324,093119,6011,720,5251,683,049 102.23
AAPL 868,241718,905122,6121,709,7572,557,639 66.85
GLD 1,079,715555,6816,6311,642,027678,799 241.90
UVXY 1,081,973496,63939,4981,618,1111,533,195 105.54

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.