Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY49,207,51218,152,6542,237,53769,597,70319,150,225 363.43
IVV10,896,8343,759,478116,67614,772,989749,811 1,970.23
SDS8,331,6213,712,79620,64912,065,065600,992 2,007.53
HIFR1,093,3538,338,487101,8039,533,643750,739 1,269.90
AAPL2,387,7996,180,825502,0999,070,7249,355,787 96.95
SPXU6,134,6332,738,80340,8028,914,2381,125,728 791.86
QQQ5,321,3102,554,583370,9358,246,8283,921,764 210.28
SSO5,755,5542,253,70673,7008,082,960328,886 2,457.68
GLD4,978,5902,553,33080,2547,612,1741,339,448 568.31
MSFT1,615,3314,252,802563,2946,431,4278,535,939 75.35
UPRO4,262,5562,088,91926,7956,378,270166,071 3,840.69
VXX3,567,2972,263,792334,6256,165,7136,896,468 89.40
YHOO924,6194,783,466284,6445,992,7295,108,984 117.30
VOO4,743,1241,213,70835,3045,992,135198,543 3,018.05
USO4,103,0681,565,498108,5395,777,1053,976,792 145.27
IWM2,864,0192,111,512388,2785,363,8103,214,466 166.86
SPXS3,919,6431,415,72315,2935,350,659593,657 901.30
UCO2,552,6352,517,134138,2485,208,017906,669 574.41
HACK5,091,1224844965,092,1025,647 90,173.58
DIA3,074,7191,662,967167,1094,904,7951,631,134 300.70
HEFA4,003,180866,54104,869,72180,520 6,047.84
XLE1,892,7022,648,531112,8524,654,0866,258,267 74.37
XIV1,655,8912,238,23572,5043,966,6294,355,349 91.07
FB1,021,1022,270,879191,8813,483,8622,206,276 157.91
TLT1,820,8241,545,83658,5553,425,2161,640,618 208.78
Data for 2015-01-26 to 2015-01-30 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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