Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADV)
UWTI7,660,87916,160,802425,27024,246,9522,182,066 1,111.19
SPY14,013,2308,726,874776,58223,516,6869,497,734 247.60
PWZ7,204,3401,100607,205,500367 1,963,351.50
VXX2,005,2072,455,428235,4814,696,1165,797,493 81.00
IVV3,108,7881,321,28827,7314,457,806482,457 923.98
IWM2,274,2741,765,23596,4414,135,9512,585,883 159.94
EEM1,444,0822,398,931262,3234,105,3375,145,994 79.78
USO1,300,3392,634,59718,7813,953,7163,263,274 121.16
XIV2,311,1731,561,49823,1643,895,8352,860,467 136.20
SSO2,308,3661,022,02916,3163,346,710199,841 1,674.69
XOP868,4062,206,83253,9973,129,2353,311,759 94.49
SPXL2,057,587895,9571,3892,954,933206,354 1,431.97
XOM844,9602,032,47169,7502,947,1811,019,322 289.13
UVXY1,945,651940,09931,7432,917,4932,886,781 101.06
SH1,651,5561,022,6891802,674,426142,314 1,879.24
UPRO1,842,195673,31811,2352,526,747251,610 1,004.23
CHK889,0981,463,385172,1892,524,6734,185,850 60.31
DGAZ1,040,9731,441,4417,2892,489,703918,443 271.08
QQQ1,846,132512,876111,3772,470,3852,124,951 116.26
XLE579,2711,724,30169,7722,373,3443,242,730 73.19
VOO1,493,894811,57821,1402,326,612250,765 927.81
ECA680,1891,397,803221,9452,299,9383,703,437 62.10
AAPL946,2151,143,458156,3092,245,9832,579,269 87.08
TWTR933,6311,056,904170,6112,161,1472,378,335 90.87
UCO932,9911,060,94213,5642,007,497958,607 209.42
Data for 2016-09-26 to 2016-09-30 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.
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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