will be decommissioned on November 4, 2016.
Bats US Equities information can now be found at
URLs for data/reporting tools will continue to be supported.

Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADV)
SPY7,159,6326,495,658785,96714,441,2585,387,513 268.05
UWTI4,936,0248,349,174138,02113,423,2181,299,362 1,033.06
ZTO2,002,8923,034,998256,9825,294,8721,259,313 420.46
DGAZ2,218,6912,950,514100,7045,269,9091,280,267 411.63
RAI1,100,8722,913,85168,3404,083,0631,592,111 256.46
BSJK3,788,8164,6801603,793,6562,757 137,600.87
IWM1,743,2821,389,215193,2283,325,7252,167,522 153.43
UNG1,100,9611,639,920211,0962,951,9771,171,511 251.98
NOV356,9082,029,68528,7922,415,385353,832 682.64
SWN812,7271,469,71351,8682,334,3081,660,442 140.58
AKS618,7441,162,284545,4912,326,5192,539,108 91.63
TWTR1,050,5471,154,66875,6742,280,8902,012,226 113.35
AAPL816,8071,286,653130,5122,233,9722,259,413 98.87
QQQ1,386,833621,307105,8022,113,9431,770,760 119.38
MSFT713,0511,117,202210,4992,040,7513,160,701 64.57
VGIT2,005,7816,1471872,012,1152,752 73,114.64
IVV1,412,276573,75018,3292,004,355236,594 847.17
CHK741,1101,108,96365,2661,915,3393,686,357 51.96
SSO1,358,881536,85112,7561,908,489119,913 1,591.56
T758,8761,041,31595,0121,895,2032,947,118 64.31
UPRO1,474,456376,36221,1491,871,966134,524 1,391.55
USO560,4971,291,01218,7451,870,2541,765,897 105.91
WFT420,1761,237,340179,4191,836,9351,622,459 113.22
GDX849,760852,42598,5491,800,7352,825,576 63.73
GDXJ868,346862,56154,1721,785,0791,608,232 111.00
Data for 2016-10-21 to 2016-10-27 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.

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