Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
DGLY | 52,447,796 | 1,328,227 | 24,455 | 53,800,477 | 4,145,838 | 1,297.70 |
MSTU | 37,071,487 | 1,998,468 | 60,751 | 39,130,705 | 7,115,859 | 549.91 |
TQQQ | 30,429,316 | 5,408,495 | 49,719 | 35,887,530 | 2,263,463 | 1,585.51 |
SOXL | 30,222,413 | 3,938,246 | 48,901 | 34,209,560 | 4,141,561 | 826.01 |
SPY | 26,684,476 | 5,199,212 | 241,061 | 32,124,749 | 7,385,186 | 434.99 |
SQQQ | 23,569,943 | 5,398,231 | 32,888 | 29,001,062 | 5,209,725 | 556.67 |
TSLL | 24,344,551 | 3,442,492 | 60,218 | 27,847,261 | 10,183,022 | 273.47 |
BLMZ | 22,308,727 | 1,802,307 | 255,271 | 24,366,305 | 2,079,776 | 1,171.58 |
EJH | 23,056,130 | 1,137,635 | 115,039 | 24,308,803 | 3,294,892 | 737.77 |
QBTS | 14,677,810 | 5,187,947 | 338,175 | 20,203,932 | 11,888,766 | 169.94 |
QQQ | 17,142,700 | 2,805,515 | 155,267 | 20,103,482 | 4,264,439 | 471.42 |
HCTI | 13,562,073 | 4,753,841 | 274,141 | 18,590,055 | 13,055,178 | 142.40 |
PLRZ | 13,059,665 | 5,259,226 | 200,601 | 18,519,492 | 18,155,228 | 102.01 |
GNLN | 12,931,113 | 5,339,763 | 13,833 | 18,284,710 | 15,477,239 | 118.14 |
TSLZ | 16,430,776 | 552,625 | 2,479 | 16,985,880 | 3,466,976 | 489.93 |
SOXS | 13,714,387 | 2,705,678 | 21,688 | 16,441,752 | 6,245,417 | 263.26 |
WOLF | 11,110,234 | 1,959,625 | 69,536 | 13,139,395 | 4,174,593 | 314.75 |
PTPI | 10,206,452 | 2,647,854 | 17,110 | 12,871,415 | 4,419,090 | 291.27 |
IBIT | 9,716,954 | 2,528,097 | 182,275 | 12,427,326 | 3,753,780 | 331.06 |
TLT | 6,016,272 | 5,411,800 | 36,820 | 11,464,892 | 3,179,787 | 360.56 |
NVDA | 7,187,205 | 2,389,727 | 229,698 | 9,806,630 | 6,654,904 | 147.36 |
SPXS | 7,744,853 | 1,905,647 | 20,254 | 9,670,755 | 2,845,089 | 339.91 |
NVTS | 7,117,543 | 2,276,337 | 262,157 | 9,656,036 | 3,922,236 | 246.19 |
SPYI | 8,928,184 | 234,599 | 217 | 9,163,000 | 125,597 | 7,295.56 |
TZA | 5,812,798 | 2,625,608 | 2,777 | 8,441,183 | 913,746 | 923.80 |
Data for 2025-05-20 to 2025-05-27 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.