Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADV)
UWTI17,080,58410,109,94199,19227,289,7171,599,668 1,705.96
SPY7,297,1848,561,078538,78116,397,0437,583,315 216.23
EEM1,321,9794,292,470204,0695,818,5186,995,485 83.18
PZA3,570,69511,236203,581,9514,784 74,873.56
GLD2,200,9631,170,64751,6513,423,2611,307,833 261.75
IWM2,085,8541,100,283136,0433,322,1802,144,576 154.91
SPXU618,5292,535,4061,8203,155,755253,462 1,245.06
DANG8,5043,000,9701,3393,010,81434,028 8,848.05
UVXY1,889,5141,019,79127,5932,936,8983,068,543 95.71
USO1,153,6301,562,71335,9592,752,3031,669,723 164.84
DGAZ1,624,4861,014,54644,9732,684,004615,936 435.76
XLE623,3661,828,21526,0502,477,6321,566,029 158.21
QQQ1,534,271768,397120,6102,423,2782,053,727 117.99
EWZ491,2391,807,19692,1672,390,6022,299,100 103.98
GDX1,013,0071,210,867155,8652,379,7394,729,087 50.32
IVV1,412,928832,00721,6102,266,546396,683 571.37
UGAZ1,680,976482,32827,2292,190,534268,955 814.46
JCI428,1461,687,00528,5782,143,730968,596 221.32
PVCT1,827,338129,764176,3692,133,471302,398 705.52
VXX1,184,942802,712111,4332,099,0883,781,683 55.51
SSO1,370,977687,7206,0692,064,766270,226 764.09
DWTI1,709,827272,22750,5622,032,616280,935 723.52
UPRO1,384,679520,30572,1461,977,130481,710 410.44
UNG648,9191,212,08213,1711,874,173561,138 334.00
XIV1,304,926499,94934,0351,838,9102,503,719 73.45
Data for 2016-08-22 to 2016-08-26 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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