Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY13,845,8198,247,7781,145,98023,239,57613,776,147 168.69
ZQK18,290,746194,00524,39318,509,144106,574 17,367.41
IWM3,074,4804,092,135334,1597,500,7743,690,549 203.24
UGAZ830,5414,017,40288,0234,935,9651,454,740 339.30
FCX2,516,5441,979,18979,1164,574,8502,775,587 164.82
QQQ2,364,7691,281,547307,5603,953,8773,795,981 104.16
DBEF64,6433,831,17630,3043,926,1231,004,062 391.02
MDLZ548,4103,238,85050,0423,837,302911,684 420.90
GDX1,139,4052,496,462176,7163,812,5835,673,776 67.20
IVV2,217,8781,312,42351,3643,581,665693,318 516.60
UWTI1,265,6101,890,66048,3083,204,5771,262,969 253.73
AAPL1,050,9961,764,940107,5722,923,5083,323,407 87.97
VXX1,017,0681,552,903165,4032,735,3744,393,754 62.26
BAC1,028,8371,391,90225,9062,446,6455,966,032 41.01
MSFT1,046,4771,129,706227,1722,403,3553,372,262 71.27
MU840,9051,447,12663,5182,351,5483,023,560 77.77
SSO766,4161,559,50113,2182,339,135484,071 483.22
GLD1,098,9311,062,601145,7872,307,3191,301,820 177.24
EBAY327,0311,939,14233,4902,299,6631,368,729 168.01
USO900,9921,361,27110,2602,272,5233,300,020 68.86
UPRO788,3981,344,30611,4682,144,173453,370 472.94
FB990,352985,013119,3252,094,6901,605,201 130.49
DOW209,4231,796,54858,6592,064,630623,257 331.26
XOP556,3671,430,50025,6842,012,5511,557,879 129.19
C659,9731,282,32347,5721,989,8681,402,490 141.88
Data for 2015-07-23 to 2015-07-29 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.






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