Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
TSLZ | 65,330,901 | 2,230,378 | 13,523 | 67,574,802 | 5,913,277 | 1,142.76 |
TSDD | 59,930,103 | 702,101 | 30,530 | 60,662,735 | 1,612,420 | 3,762.22 |
TQQQ | 55,081,355 | 5,007,970 | 56,854 | 60,146,178 | 2,314,329 | 2,598.86 |
RGTI | 38,714,117 | 5,241,375 | 351,920 | 44,307,412 | 7,069,326 | 626.76 |
SOXL | 35,031,067 | 3,168,869 | 57,435 | 38,257,372 | 3,677,600 | 1,040.28 |
MSTU | 28,336,596 | 6,709,942 | 137,813 | 35,184,350 | 7,488,382 | 469.85 |
TNXP | 27,337,969 | 6,706,345 | 237,014 | 34,281,328 | 5,228,455 | 655.67 |
UVIX | 27,614,438 | 5,878,277 | 58,302 | 33,551,017 | 6,774,561 | 495.25 |
SOXS | 22,363,009 | 1,354,471 | 25,564 | 23,743,043 | 2,719,430 | 873.09 |
MSTZ | 22,272,306 | 669,919 | 58,098 | 23,000,324 | 2,569,432 | 895.15 |
SPY | 16,634,330 | 3,420,887 | 751,775 | 20,806,991 | 5,306,478 | 392.11 |
SQQQ | 17,008,408 | 3,581,155 | 62,024 | 20,651,587 | 4,976,458 | 414.99 |
TSLL | 18,457,156 | 1,769,874 | 176,896 | 20,403,926 | 2,432,317 | 838.87 |
LITM | 15,282,932 | 1,952,562 | 90,773 | 17,326,268 | 2,428,565 | 713.44 |
SOUN | 13,854,107 | 2,822,223 | 167,621 | 16,843,951 | 4,302,292 | 391.51 |
RIME | 13,933,453 | 2,320,991 | 101,812 | 16,356,256 | 5,517,640 | 296.44 |
QQQ | 13,554,082 | 2,193,083 | 234,035 | 15,981,200 | 2,635,523 | 606.38 |
QBTS | 9,383,944 | 4,580,097 | 297,133 | 14,261,173 | 4,105,186 | 347.39 |
UVXY | 9,826,918 | 4,321,960 | 31,223 | 14,180,100 | 2,627,636 | 539.65 |
BITF | 13,173,128 | 776,269 | 32,565 | 13,981,962 | 2,587,783 | 540.31 |
NVDA | 8,641,160 | 4,002,344 | 499,431 | 13,142,935 | 8,201,343 | 160.25 |
BTCZ | 12,848,733 | 12,755 | 474 | 12,861,961 | 81,956 | 15,693.74 |
IBIT | 7,556,619 | 4,696,209 | 139,696 | 12,392,523 | 3,153,720 | 392.95 |
QUBT | 9,567,340 | 2,389,275 | 287,335 | 12,243,950 | 3,853,573 | 317.73 |
GOEV | 9,890,456 | 2,112,674 | 136,744 | 12,139,875 | 3,030,064 | 400.65 |
Data for 2024-12-16 to 2024-12-20 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.