Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY21,017,00611,170,8111,444,88833,632,70517,385,033 193.46
IWM8,081,2427,894,002515,95616,491,2008,073,131 204.27
QQQ5,493,5614,513,339258,55710,265,4579,529,665 107.72
FB3,362,0456,071,270741,06910,174,3845,928,007 171.63
YHOO2,293,4555,578,819231,2928,103,5673,210,554 252.40
BAC2,429,3603,727,747377,6746,534,7827,098,191 92.06
SSO3,944,9982,052,68747,5466,045,2311,204,478 501.90
SIRI1,805,5923,648,63545,4735,499,6995,709,632 96.32
EEM2,303,5672,937,762177,0745,418,4037,782,685 69.62
SPXU2,793,3211,684,57139,1944,517,0861,157,678 390.19
SDS3,350,5211,005,60180,3834,436,5051,060,493 418.34
XLE1,082,7723,193,99436,6124,313,3782,893,776 149.06
VIP312,6363,942,89410,3294,265,859507,425 840.69
MU1,258,4882,490,189139,8763,888,5523,217,903 120.84
QID2,154,9261,403,43491,5713,649,9302,254,761 161.88
VXX1,468,7741,827,752325,4393,621,9657,336,412 49.37
IVV2,328,7871,262,34923,1373,614,272653,108 553.40
DIA2,331,3011,067,17074,7693,473,2401,878,504 184.89
SQQQ2,259,5181,048,86873,3693,381,7551,856,725 182.14
INTC1,117,7662,156,25795,1443,369,1674,408,298 76.43
XLV724,2092,578,73128,2363,331,1763,664,613 90.90
TNA2,212,5871,003,37296,6233,312,5821,542,703 214.73
SPXS1,974,4891,110,4998,6803,093,668480,652 643.64
KRG2,352,319464,0582,4692,818,84623,897 11,795.82
WB639,934994,134971,5012,605,5691,291,692 201.72
Data for 2014-04-11 to 2014-04-17 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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