Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY68,340,33618,993,1252,516,81789,850,27726,698,443 336.54
IWM4,636,5035,738,425415,35610,790,2847,114,657 151.66
VXX5,835,0504,006,048399,66810,240,76612,151,491 84.28
SDS7,648,3011,694,26919,9369,362,5061,179,992 793.44
SSO7,402,0471,833,25064,8559,300,152907,782 1,024.49
USO5,482,6053,044,823176,0598,703,4875,718,681 152.19
IVV6,242,3552,386,15154,1738,682,6791,162,360 746.99
QQQ5,180,8202,910,698471,0688,562,5857,125,948 120.16
GNBC8,397,3632,1026148,400,0791,513 555,193.59
UCO5,715,3121,115,77376,4966,907,5811,006,265 686.46
DIA4,732,8192,088,61236,6026,858,0332,195,188 312.41
GDX2,123,5773,991,690213,9426,329,2086,214,877 101.84
XLE2,691,0943,258,096149,1346,098,32411,489,310 53.08
SPXU4,285,9861,345,96528,1445,660,0951,088,775 519.86
AAPL1,679,3823,723,553215,3835,618,3195,236,772 107.29
XIV1,513,9733,749,07048,7745,311,8175,388,194 98.58
EEM1,731,2723,004,973412,9305,149,1758,789,468 58.58
VONG5,127,3425,200645,132,606666 770,661.56
UPRO3,900,3231,192,81324,9165,118,053187,153 2,734.69
RUSL3,168,6911,027,472156,5784,352,741937,225 464.43
EFA895,8283,066,991191,9064,154,7254,360,426 95.28
EWZ1,163,3792,882,58760,7974,106,7645,299,469 77.49
TLT2,978,6791,040,95448,6474,068,2801,972,871 206.21
ARCP1,072,4782,870,07691,3204,033,8732,822,720 142.91
HAL873,4463,045,33487,2644,006,0442,590,179 154.66
Data for 2014-12-15 to 2014-12-19 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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