Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
TNXP | 22,640,043 | 2,604,656 | 1,797,133 | 27,041,831 | 4,858,516 | 556.59 |
TQQQ | 21,889,597 | 1,343,412 | 25,729 | 23,258,737 | 422,117 | 5,510.02 |
LXRX | 22,211,239 | 38,680 | 19,451 | 22,269,369 | 19,990 | 111,402.55 |
UVIX | 11,307,225 | 1,200,735 | 5,121 | 12,513,081 | 558,855 | 2,239.06 |
SPXU | 11,814,875 | 601,545 | 193 | 12,416,613 | 383,560 | 3,237.20 |
SOXL | 11,392,620 | 670,238 | 26,673 | 12,089,531 | 1,241,336 | 973.91 |
GOEV | 10,376,101 | 405,329 | 107,074 | 10,888,504 | 815,886 | 1,334.56 |
SQQQ | 9,641,397 | 1,039,020 | 6,414 | 10,686,831 | 1,167,904 | 915.04 |
LITM | 9,419,000 | 740,613 | 449,850 | 10,609,464 | 1,808,794 | 586.55 |
SH | 10,131,785 | 324,325 | 0 | 10,456,110 | 98,398 | 10,626.34 |
SPLG | 10,069,418 | 237,044 | 1,414 | 10,307,876 | 92,279 | 11,170.34 |
BITX | 8,994,591 | 63,848 | 2,496 | 9,060,935 | 78,150 | 11,594.29 |
TSLL | 8,548,857 | 428,497 | 40,025 | 9,017,379 | 550,018 | 1,639.47 |
TSLS | 8,052,823 | 52,010 | 226 | 8,105,059 | 137,634 | 5,888.85 |
RGTI | 7,067,399 | 622,270 | 178,759 | 7,868,428 | 373,360 | 2,107.46 |
TSLZ | 7,258,442 | 501,978 | 0 | 7,760,419 | 722,080 | 1,074.73 |
SDS | 7,313,993 | 364,050 | 0 | 7,678,043 | 162,267 | 4,731.73 |
SPY | 6,119,201 | 862,119 | 115,069 | 7,096,389 | 908,831 | 780.83 |
RIME | 6,266,695 | 363,596 | 328,085 | 6,958,375 | 952,299 | 730.69 |
CERO | 6,396,575 | 187,049 | 147,832 | 6,731,456 | 512,275 | 1,314.03 |
SOUN | 5,398,422 | 1,026,121 | 85,426 | 6,509,969 | 710,978 | 915.64 |
QUBT | 5,959,878 | 357,421 | 159,331 | 6,476,630 | 356,308 | 1,817.71 |
PSQ | 5,529,521 | 233,590 | 40 | 5,763,151 | 136,927 | 4,208.92 |
QQQ | 5,020,035 | 608,816 | 32,188 | 5,661,039 | 774,201 | 731.21 |
QBTS | 4,542,263 | 895,972 | 124,677 | 5,562,912 | 328,109 | 1,695.45 |
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.