Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPDN | 1,131,262,671 | 254,276 | 2,004 | 1,131,518,951 | 34,157 | 3,312,700.04 |
PSQ | 639,601,256 | 212,332 | 1,015 | 639,814,604 | 72,522 | 882,235.19 |
SPXS | 587,956,002 | 1,971,372 | 23,726 | 589,951,100 | 2,091,848 | 28,202.39 |
SDS | 373,504,258 | 208,798 | 1,647 | 373,714,703 | 134,372 | 278,119.48 |
SH | 264,812,470 | 128,400 | 279 | 264,941,149 | 62,276 | 425,430.58 |
TSDD | 220,858,687 | 264,152 | 2,272 | 221,125,112 | 630,471 | 35,073.00 |
DOG | 187,234,326 | 27,009 | 1,563 | 187,262,898 | 4,993 | 3,750,508.67 |
SQQQ | 173,031,729 | 1,044,744 | 50,178 | 174,126,651 | 641,672 | 27,136.40 |
SPXU | 152,425,256 | 246,409 | 3,504 | 152,675,169 | 166,407 | 91,748.04 |
QID | 145,589,410 | 480,881 | 1,278 | 146,071,569 | 133,256 | 109,617.25 |
SPLG | 132,034,964 | 623,926 | 5,790 | 132,664,680 | 72,601 | 182,731.20 |
RWM | 117,000,323 | 109,614 | 3,295 | 117,113,233 | 23,055 | 507,973.25 |
TSLZ | 72,701,326 | 1,034,341 | 22,335 | 73,758,002 | 850,749 | 8,669.77 |
TSLS | 71,845,669 | 53,856 | 2,640 | 71,902,166 | 143,359 | 50,155.32 |
NVDQ | 61,180,137 | 135,755 | 3,315 | 61,319,207 | 166,967 | 36,725.35 |
TZA | 47,433,587 | 757,149 | 4,895 | 48,195,630 | 199,597 | 24,146.47 |
LCID | 46,250,699 | 1,282,737 | 3,622 | 47,537,057 | 536,528 | 8,860.13 |
BITO | 39,747,979 | 153,817 | 5,572 | 39,907,368 | 95,592 | 41,747.60 |
TQQQ | 37,556,267 | 1,470,254 | 54,691 | 39,081,213 | 636,468 | 6,140.33 |
SOXL | 24,049,385 | 1,335,208 | 38,240 | 25,422,833 | 1,040,233 | 2,443.96 |
UVIX | 23,856,439 | 1,172,283 | 12,253 | 25,040,975 | 895,029 | 2,797.78 |
TNXP | 19,749,610 | 3,492,580 | 1,649,102 | 24,891,292 | 4,660,837 | 534.05 |
RGTI | 20,477,816 | 1,428,577 | 219,265 | 22,125,658 | 1,426,067 | 1,551.52 |
IBIT | 18,032,871 | 1,079,472 | 26,840 | 19,139,183 | 371,678 | 5,149.40 |
EWZ | 17,356,405 | 1,101,515 | 12,547 | 18,470,466 | 635,191 | 2,907.86 |
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.