Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
TSLZ65,330,9012,230,37813,52367,574,8025,913,277 1,142.76
TSDD59,930,103702,10130,53060,662,7351,612,420 3,762.22
TQQQ55,081,3555,007,97056,85460,146,1782,314,329 2,598.86
RGTI38,714,1175,241,375351,92044,307,4127,069,326 626.76
SOXL35,031,0673,168,86957,43538,257,3723,677,600 1,040.28
MSTU28,336,5966,709,942137,81335,184,3507,488,382 469.85
TNXP27,337,9696,706,345237,01434,281,3285,228,455 655.67
UVIX27,614,4385,878,27758,30233,551,0176,774,561 495.25
SOXS22,363,0091,354,47125,56423,743,0432,719,430 873.09
MSTZ22,272,306669,91958,09823,000,3242,569,432 895.15
SPY16,634,3303,420,887751,77520,806,9915,306,478 392.11
SQQQ17,008,4083,581,15562,02420,651,5874,976,458 414.99
TSLL18,457,1561,769,874176,89620,403,9262,432,317 838.87
LITM15,282,9321,952,56290,77317,326,2682,428,565 713.44
SOUN13,854,1072,822,223167,62116,843,9514,302,292 391.51
RIME13,933,4532,320,991101,81216,356,2565,517,640 296.44
QQQ13,554,0822,193,083234,03515,981,2002,635,523 606.38
QBTS9,383,9444,580,097297,13314,261,1734,105,186 347.39
UVXY9,826,9184,321,96031,22314,180,1002,627,636 539.65
BITF13,173,128776,26932,56513,981,9622,587,783 540.31
NVDA8,641,1604,002,344499,43113,142,9358,201,343 160.25
BTCZ12,848,73312,75547412,861,96181,956 15,693.74
IBIT7,556,6194,696,209139,69612,392,5233,153,720 392.95
QUBT9,567,3402,389,275287,33512,243,9503,853,573 317.73
GOEV9,890,4562,112,674136,74412,139,8753,030,064 400.65

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.