Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
NVD	27,015,895	2,497,237	38,712	29,551,844	2,257,484	1,309.06
TQQQ	20,697,840	4,879,880	68,165	25,645,886	1,891,869	1,355.58
SQQQ	16,345,866	6,171,508	108,501	22,625,875	6,819,562	331.78
QQQ	13,752,094	5,478,358	360,780	19,591,232	2,665,554	734.98
SPY	14,433,973	3,768,871	399,044	18,601,888	3,521,852	528.18
SOXL	13,073,655	3,330,878	72,370	16,476,903	3,115,376	528.89
SOXS	11,995,031	3,402,870	66,998	15,464,898	2,106,748	734.06
TSLL	12,209,809	671,971	57,626	12,939,406	2,075,698	623.38
UVIX	10,985,943	1,713,533	141,830	12,841,305	2,648,187	484.91
NVDA	7,563,550	4,174,806	397,873	12,136,228	8,407,491	144.35
TZA	8,944,737	2,215,908	103,784	11,264,429	1,709,697	658.86
SPXU	9,589,627	1,460,032	1,585	11,051,244	931,349	1,186.58
SPXS	9,579,925	1,166,739	278	10,746,942	2,096,625	512.58
NVDQ	10,253,853	311,410	11,977	10,577,240	1,363,637	775.66
NIO	7,770,741	1,687,246	19,079	9,477,065	3,672,671	258.04
XXII	9,096,893	238,295	51,955	9,387,143	624,735	1,502.58
VHAI	5,791,797	2,923,030	480,173	9,195,000	5,669,534	162.18
IWM	3,941,834	3,761,140	114,720	7,817,694	2,334,002	334.95
WTO	5,130,888	2,301,691	29,334	7,461,914	2,885,530	258.60
QID	5,910,318	1,447,949	26,045	7,384,313	829,068	890.68
UVXY	5,448,442	1,615,801	27,944	7,092,187	1,243,283	570.44
SDS	5,725,093	1,061,557	9,412	6,796,063	539,014	1,260.83
TNA	5,415,399	803,789	32,887	6,252,076	580,058	1,077.84
UPRO	5,374,000	543,185	4,341	5,921,526	380,259	1,557.23
PLTR	3,931,094	1,670,559	102,166	5,703,818	3,572,494	159.66

Data for 2024-09-09 to 2024-09-13 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.