Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY9,186,6436,055,078832,29716,074,0189,855,341 163.10
AAPL2,050,2335,139,499199,0957,388,8277,577,094 97.52
USO3,733,3602,202,191131,8476,067,3983,227,397 188.00
UWTI2,725,3592,375,493330,9795,431,8312,097,918 258.92
IWM1,374,4891,621,181163,1223,158,7921,851,108 170.64
UCO1,155,3181,591,49799,1352,845,9501,076,872 264.28
IVV1,757,357957,02727,0492,741,434502,832 545.20
P594,1711,952,27216,5572,562,999358,996 713.94
CHK540,9131,847,058143,4342,531,4062,207,858 114.65
BAC782,9131,515,781144,7302,443,4245,365,972 45.54
FB627,2121,672,33187,0852,386,6291,533,079 155.68
TLT1,009,1141,303,29540,4682,352,8771,499,690 156.89
NUGT1,155,2161,177,57212,4422,345,2302,494,110 94.03
XIV896,1651,363,69640,5892,300,4502,875,125 80.01
GLD1,541,124700,68355,3012,297,107837,171 274.39
XLV188,3972,034,2129,6642,232,2731,020,976 218.64
VXX1,119,053967,516135,2762,221,8463,674,982 60.46
MU524,8741,583,626109,0452,217,5462,555,809 86.76
SSO1,633,983576,0806,1952,216,258188,329 1,176.80
HPQ561,8521,508,719106,8492,177,4203,318,288 65.62
NFX1,439,253689,29837,9702,166,522734,831 294.83
XLE851,8471,224,40751,8472,128,1012,978,340 71.45
TVIX152,9821,885,04541,8272,079,8541,960,873 106.07
IYR753,6631,165,94415,7181,935,3252,145,957 90.18
UVXY1,040,235827,58241,2981,909,1152,142,828 89.09
Data for 2015-02-24 to 2015-03-02 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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