Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPDN1,131,262,671254,2762,0041,131,518,95134,157 3,312,700.04
PSQ639,601,256212,3321,015639,814,60472,522 882,235.19
SPXS587,956,0021,971,37223,726589,951,1002,091,848 28,202.39
SDS373,504,258208,7981,647373,714,703134,372 278,119.48
SH264,812,470128,400279264,941,14962,276 425,430.58
TSDD220,858,687264,1522,272221,125,112630,471 35,073.00
DOG187,234,32627,0091,563187,262,8984,993 3,750,508.67
SQQQ173,031,7291,044,74450,178174,126,651641,672 27,136.40
SPXU152,425,256246,4093,504152,675,169166,407 91,748.04
QID145,589,410480,8811,278146,071,569133,256 109,617.25
SPLG132,034,964623,9265,790132,664,68072,601 182,731.20
RWM117,000,323109,6143,295117,113,23323,055 507,973.25
TSLZ72,701,3261,034,34122,33573,758,002850,749 8,669.77
TSLS71,845,66953,8562,64071,902,166143,359 50,155.32
NVDQ61,180,137135,7553,31561,319,207166,967 36,725.35
TZA47,433,587757,1494,89548,195,630199,597 24,146.47
LCID46,250,6991,282,7373,62247,537,057536,528 8,860.13
BITO39,747,979153,8175,57239,907,36895,592 41,747.60
TQQQ37,556,2671,470,25454,69139,081,213636,468 6,140.33
SOXL24,049,3851,335,20838,24025,422,8331,040,233 2,443.96
UVIX23,856,4391,172,28312,25325,040,975895,029 2,797.78
TNXP19,749,6103,492,5801,649,10224,891,2924,660,837 534.05
RGTI20,477,8161,428,577219,26522,125,6581,426,067 1,551.52
IBIT18,032,8711,079,47226,84019,139,183371,678 5,149.40
EWZ17,356,4051,101,51512,54718,470,466635,191 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.