Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH1,460,076,694304,7634,6221,460,386,078332,353 439,408.12
SPDN822,040,331461,5102,173822,504,01378,329 1,050,063.21
SPXS610,652,675294,4015,003610,952,080227,107 269,015.08
NVD514,680,411238,69511,640514,930,746207,383 248,299.40
SQQQ484,236,0023,983,46239,395488,258,8591,858,907 26,265.91
PSQ447,858,736153,8902,463448,015,08926,907 1,665,050.32
DOG206,302,27823,2140206,325,4913,662 5,634,229.68
SDS205,000,966180,7463,155205,184,86796,305 213,057.34
TWM107,796,48111,6682,032107,810,18114,448 746,194.50
SPXU106,368,999148,9331,501106,519,434113,318 94,000.45
SPLG82,635,854130,2633,62682,769,74214,513 570,314.49
QID80,829,051399,4782,98881,231,516113,223 71,744.71
SDOW70,511,82454,9601,37670,568,16020,659 341,585.56
RWM68,915,05512,30459268,927,95113,614 506,301.98
SOXS46,969,117169,82955,49547,194,440185,447 25,449.02
TQQQ33,714,7641,055,09493,99234,863,850434,627 8,021.56
NVDQ33,599,474299,4191,70733,900,600232,509 14,580.34
BOIL31,688,107134,39564631,823,14971,571 44,463.75
TZA26,168,965415,0481,93126,585,94486,744 30,648.74
BITI22,327,82721,2892,74022,351,85632,944 67,848.03
BITO19,063,40152,10675719,116,26464,571 29,605.03
TSLL17,852,887428,14314,62818,295,658260,163 7,032.38
CYBN17,880,80612,9522,14617,895,90427,595 64,851.98
FXI17,308,904303,7557,59617,620,254470,556 3,744.56
NIO16,215,428977,79323,82017,217,040383,723 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.