Bats EDGX Options Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Bats ADVLiquidity Opportunity
(% of ADN)
BAC May 05 23.50 Call [019Q1E]6,04115,606021,648218 9,930.28
XOP Apr 21 36.00 Put [017ans]737,60707,680329 2,334.35
OIH Apr 21 30.00 Put [010bRY]4353,16403,59927 13,329.63
SPY Dec 21 75.00 Put [00qg3v]03,398553,45351 6,770.59
SPY Apr 21 235.00 Put [015YhG]2,701688503,4391,271 270.57
SPY Apr 21 236.00 Put [015Yh4]2,57614202,718262 1,037.40
SPY Apr 21 235.50 Put [019H1r]2,51817612,695244 1,104.51
SPY Apr 21 234.50 Put [019H1C]2,24727272,527972 259.98
SPY Apr 21 234.00 Call [015YeK]2,39289142,495815 306.13
SPY Apr 21 233.00 Call [015Ydj]2,17647362,260503 449.30
SPY Apr 21 232.50 Call [019H1h]2,1885902,24799 2,269.70
SPY Apr 21 233.50 Call [019H1j]2,03010802,138327 653.82
SPY Apr 21 234.50 Call [019H2s]1,94214182,091643 325.19
SPY Apr 21 234.00 Put [015YhI]1,63322251,8601,126 165.19
SPY Apr 19 234.00 Put [019y2J]1,43241261,8491,432 129.12
SPY May 19 233.00 Call [016uTN]1,738201,740213 816.90
JNJ Jun 16 95.00 Put [00xcK9]01,59201,59210 15,920.00
SPY May 19 234.00 Call [016uTc]1,39916001,559305 511.15
SPY Apr 19 233.00 Call [019y2C]1,524381,535354 433.62
SPY Apr 21 231.50 Call [019H3J]1,5082201,53043 3,558.14
SPY Apr 21 232.00 Call [015YeI]1,4651001,47594 1,569.15
SPY May 19 230.00 Call [016uTa]1,3157601,390106 1,311.32
SPY Apr 19 235.00 Put [018r2h]1,3224601,369348 393.39
SPY Apr 21 231.00 Call [015YeE]1,309401,31298 1,338.78
SPY Apr 19 234.00 Call [019y2H]1,20010471,3111,015 129.16

Data for 2017-04-17 to 2017-04-21 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.