Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 1,460,076,694 | 304,763 | 4,622 | 1,460,386,078 | 332,353 | 439,408.12 |
SPDN | 822,040,331 | 461,510 | 2,173 | 822,504,013 | 78,329 | 1,050,063.21 |
SPXS | 610,652,675 | 294,401 | 5,003 | 610,952,080 | 227,107 | 269,015.08 |
NVD | 514,680,411 | 238,695 | 11,640 | 514,930,746 | 207,383 | 248,299.40 |
SQQQ | 484,236,002 | 3,983,462 | 39,395 | 488,258,859 | 1,858,907 | 26,265.91 |
PSQ | 447,858,736 | 153,890 | 2,463 | 448,015,089 | 26,907 | 1,665,050.32 |
DOG | 206,302,278 | 23,214 | 0 | 206,325,491 | 3,662 | 5,634,229.68 |
SDS | 205,000,966 | 180,746 | 3,155 | 205,184,867 | 96,305 | 213,057.34 |
TWM | 107,796,481 | 11,668 | 2,032 | 107,810,181 | 14,448 | 746,194.50 |
SPXU | 106,368,999 | 148,933 | 1,501 | 106,519,434 | 113,318 | 94,000.45 |
SPLG | 82,635,854 | 130,263 | 3,626 | 82,769,742 | 14,513 | 570,314.49 |
QID | 80,829,051 | 399,478 | 2,988 | 81,231,516 | 113,223 | 71,744.71 |
SDOW | 70,511,824 | 54,960 | 1,376 | 70,568,160 | 20,659 | 341,585.56 |
RWM | 68,915,055 | 12,304 | 592 | 68,927,951 | 13,614 | 506,301.98 |
SOXS | 46,969,117 | 169,829 | 55,495 | 47,194,440 | 185,447 | 25,449.02 |
TQQQ | 33,714,764 | 1,055,094 | 93,992 | 34,863,850 | 434,627 | 8,021.56 |
NVDQ | 33,599,474 | 299,419 | 1,707 | 33,900,600 | 232,509 | 14,580.34 |
BOIL | 31,688,107 | 134,395 | 646 | 31,823,149 | 71,571 | 44,463.75 |
TZA | 26,168,965 | 415,048 | 1,931 | 26,585,944 | 86,744 | 30,648.74 |
BITI | 22,327,827 | 21,289 | 2,740 | 22,351,856 | 32,944 | 67,848.03 |
BITO | 19,063,401 | 52,106 | 757 | 19,116,264 | 64,571 | 29,605.03 |
TSLL | 17,852,887 | 428,143 | 14,628 | 18,295,658 | 260,163 | 7,032.38 |
CYBN | 17,880,806 | 12,952 | 2,146 | 17,895,904 | 27,595 | 64,851.98 |
FXI | 17,308,904 | 303,755 | 7,596 | 17,620,254 | 470,556 | 3,744.56 |
NIO | 16,215,428 | 977,793 | 23,820 | 17,217,040 | 383,723 | 4,486.84 |
Data for 2024-09-11 to 2024-09-17 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.