Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
MSTZ | 25,311,004 | 333,898 | 4,569 | 25,649,471 | 845,169 | 3,034.83 |
QDVO | 23,151,300 | 100 | 0 | 23,151,400 | 342 | 6,769,415.20 |
TQQQ | 18,220,412 | 3,756,694 | 23,656 | 22,000,762 | 1,604,246 | 1,371.41 |
SPY | 9,991,095 | 2,753,312 | 326,713 | 13,071,120 | 2,869,600 | 455.50 |
SOXS | 11,710,222 | 1,017,825 | 27,556 | 12,755,603 | 2,456,656 | 519.23 |
TSDD | 11,685,914 | 120,077 | 34,705 | 11,840,697 | 506,658 | 2,337.02 |
JOBY | 10,776,233 | 874,679 | 25,606 | 11,676,517 | 1,565,877 | 745.69 |
NVDA | 6,672,477 | 4,133,439 | 356,608 | 11,162,524 | 7,315,612 | 152.58 |
QQQ | 8,746,031 | 2,227,682 | 158,925 | 11,132,637 | 2,160,012 | 515.40 |
TSLL | 9,675,950 | 1,327,937 | 44,682 | 11,048,568 | 4,618,190 | 239.24 |
SOXL | 7,195,794 | 2,946,408 | 33,698 | 10,175,901 | 2,042,137 | 498.30 |
CNSP | 8,309,606 | 1,102,641 | 78,399 | 9,490,645 | 1,387,377 | 684.07 |
TZA | 6,229,816 | 2,330,395 | 67,180 | 8,627,391 | 1,921,015 | 449.11 |
BTCI | 8,080,600 | 652 | 188 | 8,081,440 | 6,427 | 125,742.03 |
SPXU | 7,008,386 | 822,464 | 2,398 | 7,833,248 | 507,176 | 1,544.48 |
SQQQ | 4,447,035 | 2,979,595 | 54,013 | 7,480,643 | 4,946,459 | 151.23 |
UVIX | 5,921,954 | 1,438,548 | 101,495 | 7,461,996 | 2,314,916 | 322.34 |
LILM | 3,325,710 | 3,415,422 | 40,308 | 6,781,440 | 1,718,200 | 394.68 |
ENSC | 5,459,044 | 599,675 | 117,545 | 6,176,264 | 1,722,462 | 358.57 |
ETHU | 6,022,913 | 62,737 | 19,198 | 6,104,848 | 299,786 | 2,036.40 |
SAVE | 5,609,579 | 328,303 | 63,146 | 6,001,028 | 899,402 | 667.22 |
YANG | 5,694,267 | 283,943 | 5,440 | 5,983,651 | 1,413,537 | 423.31 |
NDRA | 5,091,942 | 621,837 | 42,786 | 5,756,565 | 727,744 | 791.02 |
SPXS | 4,905,378 | 844,568 | 1,800 | 5,751,746 | 2,519,904 | 228.25 |
QID | 4,712,896 | 1,021,245 | 795 | 5,734,936 | 514,932 | 1,113.73 |
Data for 2024-10-22 to 2024-10-28 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.