Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 922,624,368 | 448,927 | 6,720 | 923,080,015 | 100,598 | 917,592.81 |
PSQ | 714,090,032 | 386,496 | 0 | 714,476,528 | 128,328 | 556,758.09 |
SPDN | 510,636,219 | 148,126 | 0 | 510,784,345 | 15,088 | 3,385,368.14 |
SPXS | 434,949,912 | 461,976 | 0 | 435,411,888 | 256,883 | 169,498.13 |
DOG | 331,863,880 | 27,086 | 5,949 | 331,896,915 | 11,586 | 2,864,637.62 |
QID | 231,318,673 | 529,294 | 1,133 | 231,849,100 | 308,025 | 75,269.57 |
NVD | 162,738,201 | 1,236,891 | 4,332 | 163,979,424 | 711,519 | 23,046.39 |
SDS | 138,075,662 | 158,339 | 2,030 | 138,236,031 | 235,872 | 58,606.38 |
SQQQ | 114,953,413 | 8,044,258 | 1,706 | 122,999,378 | 2,725,061 | 4,513.64 |
SPXU | 102,263,216 | 200,925 | 1,497 | 102,465,638 | 104,691 | 97,874.35 |
RWM | 98,619,096 | 31,311 | 0 | 98,650,407 | 59,626 | 165,448.64 |
SPLG | 80,997,941 | 228,514 | 2,782 | 81,229,237 | 83,951 | 96,757.91 |
SDOW | 79,191,477 | 316,859 | 894 | 79,509,230 | 373,749 | 21,273.43 |
TWM | 76,996,449 | 36,028 | 0 | 77,032,477 | 132,333 | 58,211.09 |
BITI | 68,585,418 | 34,448 | 0 | 68,619,866 | 86,270 | 79,540.82 |
SIRI | 42,153,832 | 7,079,561 | 325,651 | 49,559,043 | 1,568,084 | 3,160.48 |
TQQQ | 48,433,089 | 941,687 | 16,714 | 49,391,490 | 120,812 | 40,882.93 |
EEM | 45,145,506 | 208,484 | 8,559 | 45,362,549 | 502,029 | 9,035.84 |
TSLL | 44,277,013 | 459,635 | 52,166 | 44,788,814 | 384,564 | 11,646.65 |
TCAF | 39,191,821 | 31,315 | 30 | 39,223,166 | 4,117 | 952,712.31 |
NIO | 35,189,846 | 3,788,182 | 17,098 | 38,995,126 | 1,522,425 | 2,561.38 |
NVDQ | 35,638,898 | 570,737 | 2,669 | 36,212,304 | 337,424 | 10,731.99 |
SOXS | 30,894,601 | 102,324 | 11,284 | 31,008,210 | 447,746 | 6,925.40 |
SPTI | 30,699,310 | 83,653 | 2,268 | 30,785,231 | 40,236 | 76,511.66 |
DUHP | 26,256,808 | 18,973 | 3,641 | 26,279,421 | 2,308 | 1,138,623.09 |
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.