Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SH	1,727,624,525	450,652	0	1,728,075,177	228,731	755,505.45
SPDN	1,127,385,815	42,200	0	1,127,428,015	25,684	4,389,612.27
SPXS	659,729,711	393,248	40	660,122,999	179,936	366,865.44
PSQ	579,025,289	103,067	3,199	579,131,555	49,531	1,169,230.49
SQQQ	484,709,090	4,438,344	724	489,148,158	1,902,411	25,712.01
DOG	474,338,387	2,000	0	474,340,387	2,435	19,480,098.03
NVD	458,396,008	527,517	106,545	459,030,070	316,083	145,224.54
SDS	269,374,144	61,424	2,988	269,438,556	81,608	330,161.94
SDOW	185,636,746	49,938	0	185,686,684	23,862	778,168.99
TWM	167,998,060	5,187	0	168,003,247	7,230	2,323,696.36
SPXU	157,999,672	288,391	425	158,288,488	123,436	128,235.27
SPLG	145,889,658	53,019	6,411	145,949,088	7,574	1,926,975.02
QID	136,153,357	415,280	789	136,569,426	101,091	135,095.53
RWM	126,907,158	6,298	0	126,913,456	11,920	1,064,710.20
SOXS	80,312,854	66,711	26,169	80,405,734	186,634	43,082.04
BOIL	77,162,927	344,452	351	77,507,730	141,200	54,892.16
TQQQ	48,530,937	817,801	31,049	49,379,786	189,452	26,064.54
TZA	43,956,512	411,769	1,288	44,369,569	63,155	70,255.04
DYNF	43,778,042	13,003	0	43,791,045	5,222	838,587.61
DXD	37,280,083	3,418	260	37,283,761	1,593	2,340,474.64
TSLL	33,067,715	123,984	5,204	33,196,904	117,194	28,326.45
NVDQ	32,021,984	84,638	100	32,106,722	121,466	26,432.68
BITO	31,553,090	31,002	18,191	31,602,282	80,006	39,499.89
BITI	30,470,426	2,513	0	30,472,940	16,448	185,268.36
FXI	27,037,192	344,297	105,172	27,486,661	482,449	5,697.32

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.