Maker Opportunity
- BZX
- BYX
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | BATS ADV | Liquidity Opportunity (% of ADV) |
| FB | 35,281,351 | 24,194,140 | 2,753,566 | 62,229,057 | 27,220,996 | 228.61 |
| SPY | 41,654,268 | 15,465,381 | 1,839,494 | 58,959,143 | 34,595,476 | 170.42 |
| IWM | 9,435,975 | 5,313,339 | 615,395 | 15,364,709 | 10,356,577 | 148.36 |
| QQQ | 5,980,073 | 4,368,497 | 214,522 | 10,563,091 | 10,746,252 | 98.30 |
| BAC | 4,548,822 | 3,478,887 | 1,075,721 | 9,103,430 | 15,668,612 | 58.10 |
| C | 2,596,639 | 4,740,917 | 300,931 | 7,638,487 | 3,611,417 | 211.51 |
| JPM | 2,568,454 | 4,139,123 | 417,442 | 7,125,019 | 7,128,045 | 99.96 |
| EEM | 4,101,402 | 2,641,293 | 260,816 | 7,003,511 | 12,456,350 | 56.22 |
| VXX | 4,279,479 | 2,278,390 | 379,290 | 6,937,159 | 8,790,554 | 78.92 |
| EWZ | 4,168,495 | 2,368,205 | 112,095 | 6,648,795 | 4,242,379 | 156.72 |
| XLF | 3,555,524 | 2,056,363 | 268,245 | 5,880,132 | 16,226,347 | 36.24 |
| SPXU | 2,634,525 | 2,109,093 | 76,635 | 4,820,253 | 569,448 | 846.48 |
| SDS | 3,023,488 | 1,636,175 | 90,684 | 4,750,347 | 2,398,048 | 198.09 |
| SSO | 2,596,277 | 1,618,576 | 140,839 | 4,355,692 | 1,272,915 | 342.18 |
| SYMM | 4,257,865 | 27,303 | 1,155 | 4,286,323 | 6,815 | 62,895.42 |
| TNA | 2,656,517 | 836,899 | 275,632 | 3,769,048 | 1,064,995 | 353.90 |
| MSFT | 1,946,546 | 1,468,239 | 232,825 | 3,647,611 | 5,763,257 | 63.29 |
| ZNGA | 1,255,261 | 2,055,769 | 302,969 | 3,613,999 | 2,144,638 | 168.51 |
| FAZ | 1,844,366 | 1,410,162 | 124,401 | 3,378,928 | 3,033,040 | 111.40 |
| AAPL | 2,390,485 | 588,064 | 381,054 | 3,359,603 | 1,981,945 | 169.51 |
| GLD | 1,829,129 | 1,292,409 | 222,542 | 3,344,080 | 1,436,014 | 232.87 |
| IVV | 2,217,362 | 1,063,435 | 43,349 | 3,324,146 | 559,428 | 594.20 |
| WFC | 1,812,200 | 1,323,595 | 123,824 | 3,259,620 | 3,524,396 | 92.49 |
| SIRI | 720,067 | 2,366,629 | 123,802 | 3,210,498 | 7,940,842 | 40.43 |
| GE | 2,085,406 | 837,157 | 227,514 | 3,150,077 | 3,564,076 | 88.38 |
Data for 2012-05-15 to 2012-05-21 inclusive.
- Definitions
- 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.
