Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADV)
SPY25,415,27914,070,977852,10240,338,35814,431,938 279.51
UWTI11,338,7877,059,39389,35618,487,5351,141,861 1,619.07
IVV4,062,8152,469,12351,5326,583,470776,401 847.95
VXX3,269,4862,376,647828,3246,474,4579,448,535 68.52
IWM3,277,0142,326,778255,3445,859,1364,362,635 134.30
VOO3,079,9252,000,16828,7285,108,820459,451 1,111.94
QQQ3,628,1941,018,137210,3214,856,6523,720,194 130.55
GLD2,980,4771,680,85488,6194,749,9491,560,811 304.33
SSO3,195,0421,140,3426,8254,342,209280,145 1,549.99
EEM1,775,9552,340,424108,8524,225,2315,684,985 74.32
USO1,738,7622,190,74943,6203,973,1311,762,749 225.39
UVXY2,307,8281,352,194118,2493,778,2713,933,894 96.04
UGAZ2,626,7871,114,91227,1503,768,849409,238 920.94
GDX1,135,7522,350,265189,4843,675,5014,399,158 83.55
XIV2,256,8151,305,41285,3063,647,5333,313,478 110.08
DWTI2,599,098816,99515,3743,431,468158,434 2,165.87
DGAZ1,530,2291,575,54817,2833,123,060441,340 707.63
TLT2,019,8371,009,55225,9703,055,3601,071,257 285.21
BAC976,7651,719,306102,1272,798,1985,464,819 51.20
UNG1,248,9701,522,64111,9002,783,511834,382 333.60
PYPL752,3471,913,65725,2692,691,274803,675 334.87
UCO1,177,9631,382,1687,4462,567,5771,038,303 247.29
MSFT1,248,9691,263,46643,3842,555,8193,578,921 71.41
XLF1,790,138629,842130,9512,550,9316,134,366 41.58
AAPL1,255,0901,104,533122,6312,482,2543,566,561 69.60
Data for 2016-06-20 to 2016-06-24 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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