Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
NVD | 27,987,635 | 2,856,364 | 38,683 | 30,882,683 | 1,765,672 | 1,749.06 |
TQQQ | 19,032,637 | 4,864,011 | 72,054 | 23,968,702 | 1,755,267 | 1,365.53 |
SQQQ | 13,939,351 | 5,795,343 | 135,599 | 19,870,293 | 6,237,977 | 318.54 |
QQQ | 12,733,707 | 5,351,197 | 360,497 | 18,445,402 | 2,527,425 | 729.81 |
SPY | 13,551,447 | 3,696,611 | 321,845 | 17,569,903 | 3,506,211 | 501.11 |
SOXL | 12,090,556 | 3,782,207 | 87,960 | 15,960,723 | 3,076,279 | 518.83 |
SOXS | 10,882,924 | 2,856,899 | 54,312 | 13,794,135 | 1,989,302 | 693.42 |
NVDA | 6,952,522 | 3,998,689 | 373,391 | 11,324,602 | 8,121,238 | 139.44 |
TZA | 8,178,082 | 2,426,788 | 79,825 | 10,684,695 | 1,416,679 | 754.21 |
NVDQ | 10,211,948 | 398,507 | 8,123 | 10,618,577 | 1,518,426 | 699.31 |
TSLL | 9,798,373 | 611,357 | 21,193 | 10,430,924 | 1,887,778 | 552.55 |
SPXU | 8,716,864 | 1,357,500 | 1,899 | 10,076,264 | 922,941 | 1,091.76 |
XXII | 9,153,526 | 297,836 | 53,651 | 9,505,014 | 673,281 | 1,411.75 |
IWM | 3,796,698 | 4,634,121 | 157,706 | 8,588,525 | 2,450,930 | 350.42 |
SPXS | 7,485,603 | 931,539 | 315 | 8,417,457 | 2,102,359 | 400.38 |
UVIX | 6,368,886 | 1,737,468 | 135,036 | 8,241,391 | 2,887,075 | 285.46 |
INTC | 6,220,087 | 1,578,895 | 153,374 | 7,952,356 | 4,222,906 | 188.31 |
UVXY | 5,145,286 | 1,575,314 | 32,174 | 6,752,775 | 1,299,525 | 519.63 |
TNA | 5,462,559 | 979,532 | 29,770 | 6,471,861 | 505,038 | 1,281.46 |
QID | 4,913,152 | 1,406,968 | 20,916 | 6,341,035 | 721,761 | 878.55 |
SDS | 4,932,848 | 1,354,276 | 10,146 | 6,297,270 | 511,205 | 1,231.85 |
ETHU | 5,666,079 | 46,875 | 4,911 | 5,717,864 | 239,048 | 2,391.93 |
NIO | 4,634,524 | 1,028,107 | 10,649 | 5,673,280 | 2,402,266 | 236.16 |
GDXD | 5,602,681 | 41,119 | 3,296 | 5,647,096 | 216,691 | 2,606.06 |
PSQ | 5,171,624 | 412,559 | 62,660 | 5,646,843 | 344,939 | 1,637.06 |
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.