Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 757,731,952 | 638,941 | 1,299 | 758,372,192 | 136,718 | 554,698.13 |
PSQ | 567,854,566 | 257,691 | 2,997 | 568,115,254 | 42,024 | 1,351,882.86 |
SPXS | 397,561,822 | 771,857 | 2,040 | 398,335,719 | 404,142 | 98,563.31 |
SPDN | 353,549,350 | 238,398 | 360 | 353,788,108 | 11,725 | 3,017,382.58 |
NVD | 161,425,635 | 135,497 | 7,450 | 161,568,582 | 180,657 | 89,433.89 |
DOG | 159,149,869 | 10,595 | 279 | 159,160,743 | 7,520 | 2,116,499.24 |
QID | 152,329,168 | 311,214 | 1,672 | 152,642,053 | 46,961 | 325,040.04 |
SDS | 102,527,271 | 147,439 | 3,273 | 102,677,984 | 88,903 | 115,494.40 |
SQQQ | 92,314,694 | 7,244,732 | 46,609 | 99,606,035 | 2,620,380 | 3,801.21 |
BITI | 63,799,546 | 72,323 | 2,081 | 63,873,951 | 63,358 | 100,814.34 |
RWM | 61,991,893 | 30,140 | 0 | 62,022,033 | 20,493 | 302,649.85 |
SPXU | 59,282,484 | 510,971 | 670 | 59,794,124 | 73,311 | 81,562.28 |
EEM | 53,780,230 | 480,959 | 22,819 | 54,284,008 | 785,952 | 6,906.78 |
SPLG | 46,326,804 | 159,838 | 7,063 | 46,493,705 | 25,153 | 184,843.58 |
TWM | 41,713,306 | 29,815 | 0 | 41,743,121 | 40,740 | 102,462.25 |
NVDQ | 35,129,229 | 450,545 | 3,615 | 35,583,389 | 398,415 | 8,931.24 |
SIRI | 29,944,092 | 4,798,662 | 24,475 | 34,767,229 | 2,048,096 | 1,697.54 |
TQQQ | 30,921,912 | 718,738 | 41,261 | 31,681,911 | 227,972 | 13,897.28 |
SDOW | 30,592,269 | 132,334 | 2,084 | 30,726,687 | 69,331 | 44,318.83 |
TSLL | 28,853,496 | 917,139 | 9,047 | 29,779,682 | 746,912 | 3,987.04 |
EFA | 22,898,915 | 207,620 | 13,545 | 23,120,080 | 183,257 | 12,616.21 |
BITO | 21,775,602 | 144,700 | 4,840 | 21,925,142 | 93,073 | 23,556.93 |
TZA | 16,154,177 | 350,610 | 3,067 | 16,507,854 | 127,034 | 12,994.83 |
NIO | 14,814,097 | 846,082 | 20,603 | 15,680,783 | 752,330 | 2,084.30 |
SOXS | 14,391,389 | 201,565 | 16,129 | 14,609,083 | 135,406 | 10,789.10 |
Data for 2024-06-28 to 2024-07-05 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.