Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY29,485,32823,119,9001,604,45954,209,68721,573,359 251.28
IWM7,704,9926,002,054414,05014,121,0966,857,046 205.94
SSO9,705,7583,066,31848,53212,820,6081,786,244 717.74
SDS9,507,5922,731,74973,72112,313,0611,060,326 1,161.25
SPXU7,058,2192,811,38262,1149,931,7161,793,024 553.91
QQQ6,539,9312,621,160395,5299,556,6205,534,503 172.67
IVV6,202,0712,408,24742,5588,652,8771,275,733 678.27
XLE3,343,3535,044,390111,8018,499,5437,819,696 108.69
PEP1,116,5646,941,49830,9028,088,964533,307 1,516.76
VXX3,950,4273,108,601492,6177,551,64510,627,280 71.06
AAPL1,608,0635,269,447332,5167,210,0266,979,781 103.30
DIA5,891,3721,125,770114,9487,132,0911,355,589 526.12
XIV1,499,9325,390,05591,3236,981,3105,141,532 135.78
EWZ1,677,7733,929,188142,1345,749,0956,041,563 95.16
SPXS3,928,8621,185,15731,6585,145,677657,728 782.34
SCO4,187,871394,19648,8694,630,936134,518 3,442.61
SPXL3,653,136738,08733,3874,424,610608,443 727.20
PWE4,092,156313,72016,5764,422,452460,227 960.93
PBR1,330,3162,961,265110,9684,402,5494,465,037 98.60
QID3,205,761905,686116,8704,228,318824,071 513.10
SDOW3,276,861903,37715,2874,195,525368,368 1,138.95
FB1,276,9252,135,782176,3783,589,0851,990,392 180.32
BAC936,7822,402,985119,4283,459,1953,894,802 88.82
FXE3,221,384134,7971,7603,357,941106,138 3,163.75
GDX2,220,4041,004,84781,5013,306,7533,897,939 84.83
Data for 2014-10-17 to 2014-10-23 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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