Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY52,963,34430,298,9193,829,83887,092,10134,781,600 250.40
QQQ9,325,7094,236,879811,05714,373,6468,553,594 168.04
IVV10,004,8563,929,653221,95414,156,4631,393,613 1,015.81
UWTI1,026,4533,135,2628,667,51412,829,2283,247,509 395.05
EEM1,538,7369,100,072722,94011,361,74810,166,999 111.75
SDS4,102,4916,437,17494,00710,633,6722,499,930 425.36
IWM4,660,2093,241,985621,8948,524,0884,508,738 189.06
SPXU2,972,2615,401,697108,2628,482,2202,732,064 310.47
SSO3,267,6824,614,94083,1977,965,8191,045,863 761.65
MSFT2,020,2145,520,830161,5137,702,5585,696,834 135.21
VXX3,127,1692,427,4781,455,8647,010,51110,807,184 64.87
VOO2,579,0963,728,63963,5926,371,328662,470 961.75
SPXS1,383,7414,916,85740,1426,340,7401,667,898 380.16
UPRO2,834,7303,189,58454,5766,078,890725,849 837.49
AAPL2,311,5633,339,904255,1145,906,5816,215,987 95.02
USO2,106,7662,619,65049,3514,775,7675,707,992 83.67
DIA2,525,3901,668,709202,0884,396,1872,070,803 212.29
FXI1,214,1572,789,172172,0474,175,3765,380,397 77.60
GDX1,233,7552,688,475242,9914,165,2226,015,336 69.24
XLE1,196,1332,665,805162,1514,024,0894,526,622 88.90
XLF2,482,160796,944311,0783,590,1828,067,145 44.50
EWJ1,424,0271,607,904537,6433,569,57310,458,734 34.13
BAC1,783,1961,655,266124,9283,563,3917,572,482 47.06
XLI1,671,1161,785,56444,9843,501,6643,585,859 97.65
XIV1,240,8911,769,891473,6753,484,4574,309,530 80.85
Data for 2015-08-25 to 2015-08-31 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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