Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
CYN | 62,742,755 | 11,311,189 | 318,424 | 74,372,369 | 24,345,303 | 305.49 |
MGOL | 34,654,015 | 2,383,413 | 184,546 | 37,221,973 | 3,526,061 | 1,055.62 |
CBXJ | 34,074,020 | 23,129 | 0 | 34,097,149 | 21,495 | 158,628.28 |
OCEA | 28,435,047 | 3,957,952 | 45,830 | 32,438,829 | 8,135,452 | 398.73 |
TQQQ | 25,204,472 | 5,635,159 | 32,934 | 30,872,565 | 1,157,536 | 2,667.09 |
CLEU | 29,316,218 | 627,615 | 3,727 | 29,947,560 | 1,169,712 | 2,560.25 |
IRWD | 28,847,288 | 252,764 | 17,277 | 29,117,330 | 261,927 | 11,116.58 |
PLUG | 26,928,555 | 1,867,189 | 5,680 | 28,801,424 | 1,814,785 | 1,587.04 |
BHAT | 21,636,774 | 5,654,740 | 123,117 | 27,414,631 | 11,367,836 | 241.16 |
SOXS | 16,270,635 | 1,064,171 | 18,616 | 17,353,422 | 1,970,041 | 880.87 |
SQQQ | 14,112,298 | 2,670,612 | 20,249 | 16,803,159 | 2,337,152 | 718.96 |
BBAI | 11,485,480 | 3,480,864 | 275,602 | 15,241,947 | 8,209,025 | 185.67 |
ETHU | 12,621,619 | 762,623 | 90,414 | 13,474,656 | 2,902,791 | 464.20 |
CBTJ | 13,276,970 | 53,382 | 302 | 13,330,654 | 29,798 | 44,736.74 |
NVDA | 7,727,563 | 4,383,231 | 452,775 | 12,563,569 | 7,459,192 | 168.43 |
TSLL | 10,223,274 | 2,268,457 | 68,124 | 12,559,856 | 2,871,746 | 437.36 |
CAMX | 10,740,760 | 0 | 0 | 10,740,760 | 0 | n/a |
QQQ | 8,816,951 | 1,385,510 | 103,970 | 10,306,431 | 1,490,631 | 691.41 |
SMCI | 7,270,018 | 2,764,230 | 161,873 | 10,196,121 | 3,512,272 | 290.30 |
SOXL | 8,273,657 | 1,681,343 | 24,984 | 9,979,984 | 2,523,796 | 395.44 |
SPY | 7,859,749 | 1,755,628 | 348,702 | 9,964,079 | 2,348,469 | 424.28 |
MSTU | 8,199,181 | 1,275,523 | 65,635 | 9,540,339 | 3,913,434 | 243.78 |
ADTX | 6,797,158 | 2,597,272 | 84,777 | 9,479,207 | 3,844,368 | 246.57 |
OMGA | 8,171,241 | 819,342 | 46,425 | 9,037,008 | 978,962 | 923.12 |
QID | 6,424,483 | 1,637,116 | 2,913 | 8,064,512 | 501,572 | 1,607.85 |
Data for 2025-02-05 to 2025-02-11 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.