Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY4,556,4762,416,297502,4067,475,1785,728,242 130.50
IWM2,640,9081,762,18895,5634,498,6592,989,528 150.48
SSO2,153,2651,116,26522,9363,292,466757,274 434.78
AAPL740,9802,108,752105,9382,955,6703,394,486 87.07
EWZ826,7901,968,82551,2192,846,8342,505,273 113.63
OIBR771,3331,569,383204,2482,544,964733,907 346.77
NIHD279,5161,966,746236,4662,482,728504,983 491.65
BAC714,1111,500,604191,2052,405,9202,614,839 92.01
PBR811,3491,226,90741,0862,079,3422,722,993 76.36
IVV1,271,869753,00312,2132,037,086411,204 495.40
QQQ1,110,599586,818205,0691,902,4862,117,542 89.84
FB579,9901,223,55287,9121,891,4541,498,168 126.25
GDX1,045,695428,61840,9431,515,2551,898,735 79.80
VXX607,646741,970127,7551,477,3712,319,442 63.70
SDS1,142,062273,99927,1791,443,240262,308 550.21
TWTR530,481725,722122,7381,378,942988,721 139.47
RSH519,516595,206246,2971,361,019602,674 225.83
SPXU812,426508,98411,9591,333,368369,907 360.46
SIRI169,7801,060,22960,5901,290,6001,523,376 84.72
DGLY878,152247,171163,6951,289,017525,731 245.19
TNA938,307262,66057,5631,258,530683,993 184.00
ITMN160,984930,645135,7491,227,3791,376,476 89.17
PBR.A423,142728,07412,1301,163,3461,394,686 83.41
BBD163,246924,7404,8541,092,840565,946 193.10
BKW489,089505,21781,6721,075,977470,485 228.70
Data for 2014-08-25 to 2014-08-29 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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