Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY6,045,9023,957,416598,18910,601,5077,801,598 135.89
FB2,616,9712,943,271372,9025,933,1442,980,247 199.08
IWM2,581,3712,878,133155,1495,614,6533,577,079 156.96
SSO3,162,2891,546,87229,6374,738,798394,096 1,202.45
AAPL1,521,0982,264,542279,9994,065,6393,441,259 118.14
QQQ2,585,5911,013,785330,0543,929,4293,194,281 123.01
GTAT1,096,4672,740,87519,6573,856,998498,430 773.83
ZNGA326,3133,028,0102,1103,356,4331,249,556 268.61
GDX2,561,328709,81054,0633,325,2012,926,357 113.63
IVV1,842,8191,415,64829,0223,287,488612,888 536.39
TLM423,6612,309,52861,1152,794,3041,756,306 159.10
YHOO862,6441,595,589149,2462,607,4792,096,803 124.35
EEM769,2711,460,272140,2462,369,7893,727,438 63.58
VXX996,2901,175,273168,8442,340,4073,187,483 73.42
MSFT779,6401,436,341115,5672,331,5473,432,961 67.92
PLUG819,1021,334,546175,6662,329,3141,573,526 148.03
DIA1,513,514573,48019,5362,106,530776,036 271.45
BAC755,6331,294,39450,3092,100,3372,479,837 84.70
SPXU1,044,7341,028,04610,5152,083,294542,517 384.01
INTC754,0681,250,55754,5152,059,1413,019,119 68.20
AMAT440,9361,517,13533,7851,991,8551,849,948 107.67
TNA1,476,965407,99081,0071,965,9611,164,145 168.88
VNQI1,896,73816,753621,913,5534,155 46,054.22
VOO995,893804,24811,7691,811,910273,259 663.07
CSCO869,015741,710119,5701,730,2952,807,307 61.64
Data for 2014-07-21 to 2014-07-25 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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