Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY20,445,4776,662,073957,11128,064,6628,382,714 334.79
IVV6,260,0033,527,42116,5869,804,010874,796 1,120.72
SSO5,588,7861,187,77833,9306,810,495415,003 1,641.07
AHT5,482,63619,1163895,502,14123,366 23,547.64
SDS4,558,499632,15815,6555,206,311300,639 1,731.75
XLE1,066,3753,940,02377,0855,083,4834,687,176 108.46
FB1,416,4413,562,82578,5595,057,8251,380,724 366.32
AAPL1,026,6943,219,484116,6954,362,8724,453,810 97.96
KMI958,8373,149,597175,9834,284,4174,274,696 100.23
GDX2,371,4861,546,048227,7164,145,2494,850,227 85.47
INTC918,9503,026,58785,4204,030,9574,545,970 88.67
EWZ1,211,7752,697,257120,0094,029,0414,700,965 85.71
UNG2,610,0421,178,924176,5843,965,5503,129,857 126.70
EFC3,809,89385,3037973,895,99314,935 26,086.33
IWM1,888,7761,735,286136,5713,760,6333,049,315 123.33
DGAZ1,213,5711,156,9681,277,9593,648,4981,275,146 286.12
SPXU2,891,493733,8103,3683,628,671734,938 493.74
SPXL1,971,076486,9588,7662,466,799290,236 849.93
PBR959,4611,342,31597,6322,399,4083,884,219 61.77
SCO2,112,561128,0805,5682,246,21080,761 2,781.31
NCMI2,163,81072,1541,4622,237,42716,825 13,298.23
GDXJ699,7581,321,357113,2712,134,3872,391,688 89.24
EEM592,2961,132,790238,0591,963,1444,031,344 48.70
UCO1,748,843144,4244,8241,898,091303,091 626.24
GLD1,143,586635,43585,8481,864,869637,834 292.38
Data for 2014-11-20 to 2014-11-26 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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