Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY6,696,4213,164,507707,52710,568,4556,926,167 152.59
UWTI3,082,7782,716,98023,5085,823,267826,703 704.40
EEM546,8503,809,132278,7944,634,7753,792,826 122.20
UCO1,294,9913,146,4044,3254,445,720538,999 824.81
DGAZ1,518,0042,817,60313,2294,348,836424,603 1,024.21
S357,2623,956,90024,5694,338,7311,078,559 402.27
JNJ1,975,5721,938,33921,4953,935,407381,774 1,030.82
QQQ1,485,1651,707,926429,6573,622,7472,381,095 152.15
PFE790,7072,526,852180,3243,497,8834,181,494 83.65
UGAZ2,495,365876,58230,8633,402,809626,090 543.50
IWM928,5582,132,554308,0313,369,1432,059,385 163.60
NBG844,966986,3461,371,4343,202,7461,731,104 185.01
GBSN697,769804,4571,346,7302,848,956418,869 680.15
SUNE715,5821,977,945114,3682,807,8952,576,433 108.98
GE990,6881,140,96869,4712,201,1275,177,043 42.52
AAPL645,8671,286,90871,6512,004,4271,885,415 106.31
IVV1,095,451716,58179,8071,891,839295,227 640.81
USO780,1051,061,53949,8161,891,4601,768,220 106.97
IAU186,4041,622,36551,808,774430,001 420.64
FREE579,533548,559591,5031,719,596466,443 368.66
UVXY869,711784,92932,0591,686,7001,423,002 118.53
VXX789,969623,114179,0431,592,1273,654,463 43.57
VIPS428,297943,56739,5231,411,3871,055,561 133.71
EWZ364,523932,09369,9371,366,5521,735,015 78.76
FB548,371698,09654,6951,301,162855,270 152.13
Data for 2015-11-20 to 2015-11-27 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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