Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY18,110,28610,821,7861,590,32430,522,39715,137,124 201.64
UGAZ9,317,2293,003,27725,58712,346,0931,288,707 958.02
DGAZ4,880,322907,01527,2415,814,578960,096 605.62
QQQ2,689,1081,839,263311,1474,839,5173,866,575 125.16
UWTI3,583,8081,178,50763,2474,825,5631,355,048 356.12
IVV2,498,5352,118,25160,3754,677,161653,929 715.24
IWM1,742,2142,380,045199,1624,321,4213,729,272 115.88
SSO1,483,0712,501,12061,0814,045,272763,217 530.03
CWB3,934,37368,0031,2374,003,61448,636 8,231.79
IFV3,894,48188,5315973,983,60829,320 13,586.66
ANR902,9112,136,133162,6513,201,695198,749 1,610.92
VXX1,196,9491,720,486281,1823,198,6176,636,380 48.20
VOO1,290,5391,762,21628,8683,081,622246,599 1,249.65
TLT1,881,8721,129,30241,4073,052,5811,568,094 194.67
UPRO1,239,0611,567,01234,3932,840,466380,985 745.56
MU680,1121,603,006142,3852,425,5033,950,095 61.40
SDS1,476,422844,67821,2662,342,366868,850 269.59
AAPL718,5381,336,42984,6102,139,5772,903,534 73.69
BAC1,085,330949,07829,4182,063,8254,526,631 45.59
SPXU928,9261,046,43132,6302,007,986774,322 259.32
XIV770,4521,130,59694,9801,996,0282,427,533 82.22
INTC855,112943,99162,2421,861,3453,099,722 60.05
MSFT877,048883,38971,9961,832,4322,510,902 72.98
BTU276,7681,476,99258,0681,811,8281,747,591 103.68
EWG652,417962,67788,6591,703,7531,089,244 156.42
Data for 2015-06-26 to 2015-07-02 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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