Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityBats ADVLiquidity Opportunity
(% of ADV)
UWTI6,521,6217,485,811101,76114,109,1931,530,025 922.15
SPY6,466,6645,283,218470,81712,220,6996,416,821 190.45
GLD1,971,7291,760,37944,8783,776,9861,320,521 286.02
MSFT1,030,6022,548,182132,0943,710,8782,521,995 147.14
IVV1,914,2711,527,60643,8793,485,756504,524 690.90
EEM1,094,6641,908,129103,9823,106,7753,565,118 87.14
AAPL979,9561,726,423213,9592,920,3383,610,976 80.87
DGAZ1,305,3331,381,38120,9272,707,642588,822 459.84
USO983,3931,448,18313,8312,445,4071,550,467 157.72
UCO712,0791,380,09711,7402,103,916730,727 287.92
UNG999,1871,088,7374,2882,092,213497,400 420.63
TLT1,286,311776,75329,0142,092,0781,035,453 202.04
GALE1,049,066801,141193,6902,043,897246,490 829.20
GDX757,7381,058,000126,0221,941,7603,576,173 54.30
IWM1,096,342706,754122,7831,925,8801,842,819 104.51
UPRO1,228,879691,0573,5451,923,480235,446 816.95
AMD887,773967,26957,6871,912,7304,732,495 40.42
UVXY1,109,514725,11926,8321,861,4652,786,565 66.80
INY1,851,10084001,851,940702 263,809.12
QQQ1,224,592476,999111,6071,813,1991,882,125 96.34
P364,0901,324,804107,2441,796,1381,257,643 142.82
VXX720,061811,999244,9271,776,9875,617,774 31.63
XIV1,046,368632,80444,0151,723,1883,066,122 56.20
MU663,3521,000,08738,8051,702,2442,248,893 75.69
UGAZ1,090,907589,48417,5631,697,955270,031 628.80
Data for 2016-07-21 to 2016-07-27 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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