Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 21,479,287 | 3,442,400 | 383,542 | 25,305,229 | 3,324,374 | 761.20 |
WBA | 13,977,477 | 1,081,271 | 132,084 | 15,190,833 | 2,307,366 | 658.36 |
TQQQ | 11,444,671 | 2,821,061 | 32,064 | 14,297,796 | 1,463,634 | 976.87 |
FFIE | 7,301,901 | 5,285,034 | 220,151 | 12,807,086 | 2,654,002 | 482.56 |
NVDA | 7,059,796 | 4,603,027 | 290,694 | 11,953,517 | 8,222,911 | 145.37 |
OPTT | 8,618,642 | 2,569,025 | 103,582 | 11,291,248 | 3,204,208 | 352.39 |
SPXS | 7,675,924 | 1,542,210 | 60 | 9,218,194 | 1,949,849 | 472.76 |
SQQQ | 5,920,551 | 3,183,197 | 90,248 | 9,193,996 | 5,039,586 | 182.44 |
RIVN | 6,932,798 | 2,155,907 | 98,260 | 9,186,964 | 3,241,654 | 283.40 |
MAXN | 6,508,603 | 2,504,433 | 67,570 | 9,080,607 | 3,230,393 | 281.10 |
NDRA | 7,282,795 | 904,282 | 2,420 | 8,189,497 | 444,513 | 1,842.35 |
QQQ | 5,770,633 | 2,018,386 | 63,423 | 7,852,442 | 1,596,232 | 491.94 |
DNA | 3,915,907 | 2,641,442 | 253,046 | 6,810,394 | 2,563,342 | 265.68 |
SOXS | 5,769,712 | 898,009 | 21,441 | 6,689,161 | 1,317,019 | 507.90 |
NVD | 4,983,471 | 1,541,227 | 4,867 | 6,529,566 | 1,356,524 | 481.35 |
NKE | 5,394,682 | 706,375 | 116,772 | 6,217,830 | 2,161,577 | 287.65 |
ESPR | 5,730,749 | 381,869 | 35,792 | 6,148,410 | 559,780 | 1,098.36 |
TSLA | 4,151,352 | 1,754,103 | 200,180 | 6,105,635 | 5,169,921 | 118.10 |
AAPL | 3,728,598 | 2,013,137 | 166,061 | 5,907,796 | 3,054,309 | 193.42 |
LUCY | 3,154,025 | 2,602,152 | 53,842 | 5,810,019 | 1,495,568 | 388.48 |
TZA | 4,122,659 | 1,660,699 | 3,797 | 5,787,155 | 987,614 | 585.97 |
SPXU | 4,947,091 | 825,496 | 260 | 5,772,847 | 470,613 | 1,226.67 |
SIRI | 4,773,689 | 939,059 | 3,755 | 5,716,503 | 6,291,049 | 90.87 |
SOXL | 3,886,044 | 1,431,082 | 33,153 | 5,350,279 | 1,507,459 | 354.92 |
PSQ | 2,342,976 | 2,812,109 | 2,336 | 5,157,421 | 235,488 | 2,190.10 |
Data for 2024-06-27 to 2024-07-03 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.
- Cboe ADV
- Average Daily Volume for the last week of shares matched on Cboe for the security shown.
- Liquidity Opportunity
- Percentage of the ADV missed, exhausted or routed. The higher the percentage the larger the market making opportunity.