Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY11,131,8945,029,562881,18017,042,6359,160,136 186.05
AAPL2,984,4887,648,098434,28611,066,8728,264,727 133.90
SSO5,218,0362,389,02744,2347,651,2981,346,268 568.33
IWM3,762,5413,126,105224,2327,112,8773,627,407 196.09
EBAY1,312,8193,726,711119,1205,158,6502,361,156 218.48
QQQ3,088,9961,134,815327,6334,551,4443,983,160 114.27
NIHD1,848,5162,023,005645,0904,516,611315,525 1,431.46
IVV3,110,971939,15624,7394,074,866289,483 1,407.64
YHOO1,284,9592,583,582190,5884,059,1293,555,785 114.16
EEM1,304,7931,945,265276,7473,526,8056,782,401 52.00
EWZ1,097,6442,203,23362,3183,363,1953,036,441 110.76
FB1,410,3211,754,042185,3523,349,7152,055,763 162.94
SDS2,456,972798,30940,9263,296,207354,959 928.62
SPXU2,150,7261,104,38118,8363,273,942565,469 578.98
BAC1,101,9011,750,651117,5572,970,1104,387,825 67.69
MSFT847,0642,058,64455,4552,961,1633,234,905 91.54
PBR1,352,3911,444,31271,0542,867,7583,058,942 93.75
TWTR1,019,3831,571,428114,6442,705,4551,102,941 245.29
SPXL1,995,768623,55711,2332,630,557225,727 1,165.37
GDX1,644,440749,815218,6942,612,9493,164,293 82.58
VXX1,155,6411,138,471258,6422,552,7553,927,976 64.99
RAD606,6371,761,56720,4692,388,6732,216,524 107.77
S716,3771,454,718161,7812,332,8763,269,937 71.34
DIA1,645,243634,34839,2032,318,794874,729 265.09
MU806,1381,363,63661,1692,230,9432,381,195 93.69
Data for 2014-09-09 to 2014-09-15 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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