The Belgian striker proved a hit at Borussia Dortmund a year ago but failed to replicate his goalscoring form in La Liga, where he netted only once.
"Batshuayi's situation is very clear", Alemany said on Thursday.
During his time with the Chelsea first team previously, Batshuayi scored moments of brilliance on his way to fire in 19 goals for the club from 53 appearances in all competitions.
"We are negotiating with several clubs an exit for Batshuayi", Alemany was quoted by Metro UK as saying telling reporters.
Michy has only scored three goals in 23 appearances for the Spanish club but there's no doubt he would have been a danger to Celtic had Valencia even been able to call upon the striker from the bench during their doubleheader in February.
'We are expecting an exit in the next few hours or days'. We hope that, for his sake, this can be resolved as soon as possible.
And Valencia have now confirmed that they have told the striker that he has no future at the club.
Everton have struggled to find a regular striker to impress upfront this term with both Dominic Calvert-Lewin and Cenk Tosun struggling to score goals on a regular basis.
Premier League rules do not permit English top-flight clubs to loan more than one player to the same club.