Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY6,725,0325,106,273824,63912,655,9446,690,504 189.16
TBF5,528,444156,019615,684,52436,841 15,429.89
FCX362,0572,504,72716,4362,883,2191,010,938 285.20
AAPL604,0712,062,60282,0112,748,6832,928,034 93.87
IWM1,245,6561,241,579162,4932,649,7271,844,945 143.62
YHOO722,3701,765,34195,3572,583,0682,183,441 118.30
TLT1,190,271994,09223,9762,208,3391,316,811 167.70
QQQ900,076899,283190,4411,989,7992,036,258 97.72
MSFT484,0071,035,383308,8601,828,2502,107,162 86.76
PBR561,1181,173,67639,3071,774,1013,219,787 55.10
SSO609,0291,118,2235,8911,733,143344,199 503.53
VALE401,5711,241,87472,3431,715,7872,204,520 77.83
AAL354,9511,226,47881,0261,662,4541,693,590 98.16
LBTYK223,8171,331,36822,9801,578,165453,310 348.14
XLE345,3291,138,16725,9221,509,4181,290,860 116.93
PWE931,885536,1362,7651,470,786208,919 704.00
BABA465,015865,829122,4291,453,273973,919 149.22
IVV684,941748,10320,0851,453,129267,892 542.43
VTIP1,380,07435,7011051,415,8793,521 40,212.41
FB517,228734,21162,8911,314,330901,246 145.83
UCO748,868414,35547,2211,210,4442,245,612 53.90
BAC220,170889,98083,9101,194,0602,848,126 41.92
EMC486,515691,6178,9961,187,1281,016,865 116.74
AMDA92,954705,891378,3471,177,19281,709 1,440.71
MU349,787768,29842,1631,160,2472,001,108 57.98
Data for 2015-05-18 to 2015-05-22 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.
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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