Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY21,538,17411,814,0291,332,91934,685,12215,223,709 227.84
IWM5,797,0825,416,970292,58411,506,6366,206,570 185.39
SSO8,216,2332,270,76322,22110,509,2171,465,301 717.21
KO9,033,469811,50141,6519,886,6211,721,278 574.38
ARCP1,853,1187,248,208312,9869,414,3116,499,910 144.84
SDS6,673,0641,284,10650,6278,007,797559,037 1,432.43
XLE2,304,6915,586,68961,0377,952,4175,686,522 139.85
EWZ1,682,6794,025,412232,0365,940,1277,543,962 78.74
QQQ3,498,8302,145,102246,6115,890,5443,628,021 162.36
IVV4,192,0331,591,38921,0105,804,431824,628 703.88
GDX2,429,6933,023,419228,5945,681,7064,816,620 117.96
EEM1,335,5094,207,755120,8935,664,1576,077,146 93.20
SPXU4,359,5621,251,52225,6365,636,7191,023,258 550.86
VXX2,684,4662,411,777279,7515,375,9946,377,680 84.29
FB1,578,1042,944,802352,1824,875,0882,851,062 170.99
SPXL3,892,983704,1296,8194,603,932361,583 1,273.27
DIA3,791,916698,51772,6524,563,085980,315 465.47
PBR.A835,9623,455,42548,9214,340,3082,962,816 146.49
PBR1,181,1102,561,352240,6863,983,1495,148,453 77.37
XIV1,484,3142,355,98056,1793,896,4734,181,182 93.19
SAP1,242,1202,449,9519,0503,701,12166,793 5,541.18
AAPL981,3522,500,973153,0873,635,4114,150,410 87.59
ABX2,617,896853,33140,1433,511,3701,716,070 204.62
CTRX763,4822,441,21211,7003,216,394238,916 1,346.24
SPXS2,496,194677,36211,2343,184,790356,128 894.28
Data for 2014-10-24 to 2014-10-30 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.
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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