Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	34,720,802	2,585,054	169,467	37,475,323	2,308,159	1,623.60
AMWL	25,998,198	92,333	52,970	26,143,502	375,031	6,971.02
MAXN	12,454,542	6,529,091	2,569,893	21,553,526	13,171,318	163.64
SQQQ	10,250,381	10,331,516	126,411	20,708,309	8,315,849	249.02
TQQQ	13,104,794	5,860,402	63,458	19,028,655	3,198,822	594.86
NVDA	11,824,610	6,065,248	487,249	18,377,107	17,053,521	107.76
OPTT	8,695,726	4,108,779	2,137,155	14,941,660	11,695,843	127.75
SPXS	8,949,630	4,111,681	6,453	13,067,765	1,674,785	780.27
SIRI	11,272,710	1,456,562	18,257	12,747,529	3,910,482	325.98
FFIE	7,997,665	3,612,509	385,049	11,995,223	4,037,717	297.08
LGHLW	11,881,067	32,630	38,350	11,952,047	100,674	11,872.03
RIVN	9,360,090	2,311,394	52,874	11,724,357	5,444,945	215.33
TSLA	7,368,305	3,353,219	323,793	11,045,317	10,362,902	106.59
TSLL	6,039,584	3,482,719	438,546	9,960,849	11,956,273	83.31
SPWR	9,205,951	223,485	1,885	9,431,321	497,263	1,896.65
BITO	7,294,397	2,018,721	20,349	9,333,466	662,966	1,407.83
TZA	6,648,180	2,420,052	1,672	9,069,904	990,347	915.83
SOXS	7,373,937	1,319,609	21,674	8,715,220	2,258,421	385.90
MARA	6,630,577	2,019,641	57,291	8,707,509	4,159,324	209.35
BITI	6,912,232	1,103,498	7,357	8,023,087	420,731	1,906.94
QQQ	5,901,382	1,577,019	26,078	7,504,479	1,523,642	492.54
NKE	6,381,345	897,954	122,945	7,402,244	3,059,431	241.95
NIO	5,754,687	1,505,182	68,591	7,328,459	3,310,787	221.35
CLSK	5,002,433	2,261,627	37,680	7,301,739	2,839,417	257.16
TNA	5,221,223	1,978,539	24,617	7,224,379	1,376,710	524.76

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.