Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH922,624,368448,9276,720923,080,015100,598 917,592.81
PSQ714,090,032386,4960714,476,528128,328 556,758.09
SPDN510,636,219148,1260510,784,34515,088 3,385,368.14
SPXS434,949,912461,9760435,411,888256,883 169,498.13
DOG331,863,88027,0865,949331,896,91511,586 2,864,637.62
QID231,318,673529,2941,133231,849,100308,025 75,269.57
NVD162,738,2011,236,8914,332163,979,424711,519 23,046.39
SDS138,075,662158,3392,030138,236,031235,872 58,606.38
SQQQ114,953,4138,044,2581,706122,999,3782,725,061 4,513.64
SPXU102,263,216200,9251,497102,465,638104,691 97,874.35
RWM98,619,09631,311098,650,40759,626 165,448.64
SPLG80,997,941228,5142,78281,229,23783,951 96,757.91
SDOW79,191,477316,85989479,509,230373,749 21,273.43
TWM76,996,44936,028077,032,477132,333 58,211.09
BITI68,585,41834,448068,619,86686,270 79,540.82
SIRI42,153,8327,079,561325,65149,559,0431,568,084 3,160.48
TQQQ48,433,089941,68716,71449,391,490120,812 40,882.93
EEM45,145,506208,4848,55945,362,549502,029 9,035.84
TSLL44,277,013459,63552,16644,788,814384,564 11,646.65
TCAF39,191,82131,3153039,223,1664,117 952,712.31
NIO35,189,8463,788,18217,09838,995,1261,522,425 2,561.38
NVDQ35,638,898570,7372,66936,212,304337,424 10,731.99
SOXS30,894,601102,32411,28431,008,210447,746 6,925.40
SPTI30,699,31083,6532,26830,785,23140,236 76,511.66
DUHP26,256,80818,9733,64126,279,4212,308 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.