Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADV)
UWTI10,874,76510,225,247148,67421,248,6861,740,177 1,221.06
SPY11,388,0305,981,800582,90617,952,7367,794,997 230.31
MSFT1,291,5082,919,860280,6934,492,0613,837,418 117.06
UPRO1,314,9333,143,3832,5024,460,818244,828 1,822.02
AAPL1,489,9412,048,809242,4573,781,2064,093,064 92.38
TCK1,689,6511,975,89336,4333,701,9771,800,784 205.58
QQQ2,065,9881,250,596207,6913,524,2752,960,277 119.05
GDX936,2052,390,36689,6813,416,2524,350,461 78.53
RIG2,602,123647,76317,4993,267,3861,260,996 259.11
GLD1,941,6081,027,39752,3553,021,3611,044,962 289.14
IWM1,419,9341,378,722157,8852,956,5412,564,005 115.31
GSS52,2032,742,71452,2722,847,188134,164 2,122.17
USO1,251,0391,516,15012,3172,779,5061,403,191 198.08
WLL679,9721,991,46081,6262,753,0582,236,585 123.09
UCO856,5531,856,15037,5292,750,2321,115,231 246.61
UGAZ1,918,712774,59423,7852,717,091498,077 545.52
DUST824,1451,829,13553,9372,707,2173,092,082 87.55
FB1,211,2451,308,336152,0812,671,6621,813,769 147.30
IVV1,549,8611,041,15613,4492,604,466397,959 654.46
UVXY1,314,243962,74825,3892,302,3802,731,475 84.29
FCX764,5681,432,39273,7602,270,7203,032,886 74.87
DGAZ1,246,591973,54748,1772,268,314456,817 496.55
VXX1,013,754969,457145,5132,128,7245,111,565 41.65
KMI393,9001,681,18635,2752,110,3611,289,764 163.62
XLV301,2901,775,47628,3942,105,1611,316,328 159.93
Data for 2016-04-22 to 2016-04-28 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.
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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