Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY13,127,8397,523,272934,24521,585,35612,503,963 172.63
IWM6,191,7445,236,712392,64411,821,1016,172,722 191.51
FB2,835,9694,951,645460,1448,247,7594,854,473 169.90
QQQ4,225,1242,338,493199,9546,763,5706,761,525 100.03
SSO3,195,9111,735,60538,3924,969,9081,097,881 452.68
BAC1,663,1193,009,187272,2324,944,5395,295,924 93.36
EEM1,821,6632,782,654159,7014,764,0186,650,255 71.64
VIP310,2704,011,70615,3144,337,290606,000 715.72
MU1,187,6342,622,839157,7453,968,2173,347,092 118.56
XLE1,018,5142,780,20731,5793,830,2992,533,489 151.19
SPXU2,223,0201,389,34919,9593,632,328890,357 407.96
YHOO1,270,7172,083,513195,4843,549,7142,698,125 131.56
FTR732,5242,612,4637,3723,352,3601,039,498 322.50
SDS2,380,657731,24142,6013,154,499670,177 470.70
INTC841,0681,996,51284,0232,921,6033,961,596 73.75
XLV576,1932,307,61420,3632,904,1703,090,832 93.96
SIRI633,4512,133,82927,9652,795,2444,307,514 64.89
QID1,587,9291,074,68164,1452,726,7551,653,645 164.89
SQQQ1,862,553783,20968,1812,713,9421,244,446 218.08
TNA1,778,141732,47470,2512,580,8661,142,670 225.86
IVV1,643,808914,00518,7082,576,521484,437 531.86
CMCSA863,0001,637,99072,7702,573,7602,552,777 100.82
SPXS1,727,936799,98715,1502,543,073316,945 802.37
ZNGA888,7901,432,292143,7922,464,8733,316,090 74.33
DIA1,634,249750,47847,4782,432,2061,258,131 193.32
Data for 2014-04-15 to 2014-04-22 inclusive.
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.
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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