Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY52,560,91833,185,0461,898,25487,644,21924,764,594 353.91
SSO14,364,7054,401,06961,00218,826,7762,062,860 912.65
SDS14,656,9523,874,54698,19318,629,6911,330,519 1,400.18
IWM10,182,0267,400,307542,17418,124,5078,134,753 222.80
QQQ11,164,0763,628,905406,95615,199,9377,557,353 201.13
SPXU9,919,4783,527,65382,88713,530,0171,863,016 726.24
DIA11,267,2512,052,658150,80413,470,7121,880,561 716.31
IVV7,789,5012,955,93855,57810,801,0171,292,865 835.43
SPXS7,543,8112,166,28543,3789,753,4741,113,557 875.88
XLE3,451,9945,990,342121,4979,563,8339,505,843 100.61
VXX4,491,3023,903,588560,7838,955,67311,937,851 75.02
PEP1,129,4496,966,58327,6048,123,637577,907 1,405.70
XIV1,634,9965,861,023118,6867,614,7055,248,733 145.08
USO6,119,0101,272,40751,6567,443,0731,320,016 563.86
SDOW5,635,3831,510,04317,5657,162,991495,408 1,445.88
QID5,317,2441,265,439130,8466,713,5291,006,696 666.89
AAPL1,853,2774,488,646334,0436,675,9667,669,345 87.05
EWZ1,726,3904,314,222132,3606,172,9715,631,917 109.61
SPXL4,421,894919,81342,7675,384,473630,115 854.52
SQQQ3,897,077970,20174,0374,941,3151,274,720 387.64
SH2,437,6972,158,71231,6414,628,050824,836 561.09
DXD3,691,281743,58941,1054,475,975593,623 754.01
FB1,613,9202,675,862167,6194,457,4012,390,748 186.44
BAC1,192,4922,797,122149,0604,138,6744,920,000 84.12
QLD3,464,099554,38465,9564,084,4391,287,657 317.20
Data for 2014-10-16 to 2014-10-22 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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