Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBATS ADVLiquidity Opportunity
(% of ADV)
SPY8,752,6304,728,961881,06414,362,65510,087,893 142.38
AAPL913,6503,129,61691,1124,134,3783,842,504 107.60
MSFT969,6512,571,682113,4493,654,7824,350,670 84.01
PBR1,151,2341,728,31564,1212,943,6705,048,357 58.31
QQQ1,702,197767,970249,5762,719,7443,412,078 79.71
CMCSA838,0201,642,01667,5972,547,6343,627,821 70.22
UWTI1,335,9091,103,40242,2882,481,5992,284,096 108.65
FB1,109,0201,218,003141,6132,468,6371,914,300 128.96
PBR.A1,364,179949,51236,4712,350,1623,763,765 62.44
MYL548,9401,594,46274,0212,217,4231,167,617 189.91
IVV1,295,346696,48632,5442,024,376406,783 497.66
VGK605,1911,393,6046,9522,005,747539,892 371.51
IWM906,166861,39395,7001,863,2601,469,164 126.82
MU385,2081,395,31629,6881,810,2122,227,647 81.26
SSO877,996895,66110,2771,783,934504,125 353.87
YHOO560,6821,141,20163,1001,764,9831,361,596 129.63
INTC590,9501,102,26030,7921,724,0031,930,913 89.28
USO960,860704,99236,0471,701,8992,702,236 62.98
DIA739,836668,19969,1001,477,135945,442 156.24
VALE631,335714,218102,7251,448,2782,368,506 61.15
PFE361,0141,035,98935,7071,432,7101,554,742 92.15
TEVA629,755767,95427,7491,425,457649,364 219.52
EMC435,080917,45520,3101,372,8441,272,066 107.92
GE354,006951,58856,2981,361,8933,006,546 45.30
CSX534,155737,30475,4571,346,9162,277,961 59.13
Data for 2015-04-20 to 2015-04-24 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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