Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADV)
SPY9,791,2844,040,943393,80514,226,0326,690,930 212.62
UWTI6,414,4594,867,05750,32111,331,8371,005,032 1,127.51
GDX836,4762,400,349112,6483,349,4734,095,460 81.79
BBEP1,278,248308,7351,494,2323,081,214444,182 693.68
IVE59,1012,898,6636332,958,39896,625 3,061.73
IVV1,670,840874,85822,4112,568,108301,289 852.37
DGAZ1,090,7821,365,3523,0502,459,184387,007 635.44
IWM1,210,289959,119286,1322,455,5392,167,542 113.29
UGAZ1,263,3051,079,8518,6802,351,835483,211 486.71
MSFT1,026,9811,187,13338,0392,252,1532,165,312 104.01
UPRO989,5311,153,6592,3782,145,56787,033 2,465.23
USO792,3001,202,9233,2181,998,4411,308,468 152.73
UVXY908,8521,026,87125,4181,961,1412,667,925 73.51
QQQ1,303,868541,862115,1771,960,9072,422,974 80.93
XGTI901,196175,740845,5721,922,507721,843 266.33
VXX1,005,426768,68789,6381,863,7514,838,559 38.52
EEM753,3181,010,06790,5631,853,9483,249,190 57.06
SPXU961,338889,1652,0521,852,554254,172 728.86
AAPL732,031962,96857,3111,752,3102,668,853 65.66
DUST1,121,891535,31791,0251,748,2331,826,769 95.70
ANAC77,4381,627,37111,8941,716,703384,938 445.97
UCO899,524737,8219,8161,647,162653,184 252.17
BAC739,285830,79559,2021,629,2824,014,187 40.59
XIV779,877824,98412,1911,617,0522,106,963 76.75
GLD963,271637,1078,3281,608,7061,020,677 157.61
Data for 2016-05-23 to 2016-05-27 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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