Bats EDGX Options Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Bats ADVLiquidity Opportunity
(% of ADN)
AAPL Mar 17 150.00 Call [00vyPy]71712,602013,319113 11,786.73
SPY Feb 17 232.00 Call [013AB9]5,29316605,459173 3,155.49
SPY Feb 17 233.00 Call [013AAJ]4,85021105,061314 1,611.78
SPY Feb 17 235.00 Put [013A9q]4,82220405,026372 1,351.08
SPY Feb 17 234.50 Put [016uRq]4,60832914,938517 955.13
SPY Feb 17 233.50 Call [016uQI]4,02224014,263190 2,243.68
SPY Feb 17 234.00 Call [013A9r]3,82327104,094434 943.32
SPY Mar 17 233.00 Put [0128eX]3,07384503,918321 1,220.56
SPY Feb 24 232.50 Call [0169oe]3,65810503,76375 5,017.33
SPY Feb 17 232.50 Call [016uRc]3,44920803,657202 1,810.40
SPY Mar 17 234.00 Call [0128eW]3,03560503,639412 883.25
BMY Mar 17 75.00 Call [00yuuA]503,57703,627386 939.64
AAPL Apr 21 95.00 Put [00xf0y]2,1601,38703,54712 29,558.33
SPY Feb 17 236.00 Put [013A8y]3,4358103,51647 7,480.85
SPY Feb 17 234.00 Put [013A9t]3,35213913,4911,166 299.40
SPY Feb 17 233.50 Put [016uR4]3,16121303,3741,026 328.85
SPY Feb 24 232.00 Call [016D0v]2,80610602,91254 5,392.59
SPY Mar 17 233.00 Call [0128eY]2,57627002,845216 1,317.13
SPY Feb 24 235.00 Put [0169p8]2,59524502,841124 2,291.13
SPY Feb 24 234.00 Put [016D0s]2,7666702,834326 869.33
SPY Mar 17 232.00 Put [0128eZ]2,63313602,769398 695.73
SPY Feb 15 233.00 Put [016DYB]2,7185002,768836 331.10
SPY Mar 17 234.00 Put [0128eV]2,57716902,746185 1,484.32
SPY Feb 24 233.00 Put [016D0r]2,40614022,548517 492.84
SPY Feb 15 234.50 Put [016DY5]2,4379602,533208 1,217.79

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.