Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY38,559,41221,370,4421,819,28861,749,14320,983,249 294.28
UWTI12,452,7836,988,313432,87819,873,9743,727,108 533.23
QQQ11,786,2995,159,060835,05817,780,4179,060,885 196.23
PWE11,869,188162,54630,52012,062,25475,229 16,034.05
IVV6,853,7943,642,38763,11110,559,292646,560 1,633.15
SSO5,420,8023,629,86348,6189,099,283536,489 1,696.08
IWM4,303,6973,959,055521,6848,784,4365,895,141 149.01
SDS3,629,4424,579,75742,4238,251,6211,383,767 596.32
UPRO3,776,0612,728,06017,1086,521,229369,323 1,765.73
VPCO720,9491,393,8533,817,9245,932,726278,750 2,128.33
BAC2,259,9473,132,076209,1385,601,16111,113,919 50.40
XLF2,877,8582,187,595360,3895,425,8429,205,554 58.94
SPXU3,873,0211,409,80421,2425,304,067538,095 985.71
VXX3,423,6441,326,779356,7955,107,2198,690,963 58.76
SPXS2,974,9741,883,95213,5244,872,4501,013,889 480.57
GLD2,669,8362,094,53655,1274,819,4991,823,157 264.35
AAPL1,760,5242,801,748139,0954,701,3684,342,800 108.26
VOO2,494,7132,100,81744,6234,640,153284,931 1,628.52
MSFT1,531,8092,841,239219,6424,592,6895,410,953 84.88
SPXL2,971,1631,572,09413,7464,557,003257,053 1,772.79
FB1,902,0602,197,303247,4934,346,8572,953,028 147.20
XLE1,591,4462,533,14365,1634,189,7535,167,317 81.08
TLT2,885,1801,250,29536,8454,172,3201,327,205 314.37
SHY3,821,503165,134183,986,65668,852 5,790.18
EEM1,062,6912,747,570170,0443,980,3045,491,229 72.48
Data for 2016-02-04 to 2016-02-10 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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