Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY11,422,5726,834,9831,113,37219,370,92712,955,381 149.52
IWM3,538,4743,193,391214,7976,946,6634,549,552 152.69
SSO4,784,4832,032,85746,0066,863,346591,789 1,159.76
QQQ3,742,6941,529,730413,6885,686,1124,008,737 141.84
FB1,945,3252,801,275162,3444,908,9442,447,966 200.53
TWTR2,204,5031,994,933237,2974,436,7331,556,077 285.12
DLTR1,116,1173,125,86383,3154,325,295978,989 441.81
S657,5903,268,509119,6194,045,7181,980,168 204.31
AAPL1,274,4552,267,537155,7873,697,7793,685,081 100.34
VXX1,497,7211,386,071361,9393,245,7325,285,460 61.41
DIA2,537,968655,89947,7483,241,6151,039,128 311.96
IVV2,055,4471,029,90831,0303,116,386659,368 472.63
TLT1,312,0341,710,80282,6013,105,4361,704,470 182.19
SYF1,433,9511,069,660445,2262,948,8371,148,264 256.81
GDX2,013,123683,32931,7702,728,2222,597,261 105.04
T776,6841,645,288100,2252,522,1962,876,259 87.69
SPXU1,657,848803,29532,3502,493,493608,550 409.74
MU814,6251,523,723132,2552,470,6032,045,789 120.77
USO1,900,001550,82819,4222,470,251633,065 390.20
RAD776,0731,534,95897,1312,408,1612,517,887 95.64
WIN674,1641,494,952126,2992,295,4142,625,187 87.44
TNA1,628,488561,04993,0382,282,5751,310,435 174.18
INTC825,4601,312,774111,9302,250,1643,125,364 72.00
AMAT570,3281,466,68946,8082,083,8261,887,930 110.38
SDS1,616,427322,01745,8781,984,322296,924 668.29
Data for 2014-07-25 to 2014-07-31 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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