Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
NVD | 86,772,736 | 2,468,489 | 86,499 | 89,327,724 | 2,831,684 | 3,154.58 |
TQQQ | 21,968,311 | 6,912,830 | 113,675 | 28,994,816 | 4,657,343 | 622.56 |
SQQQ | 17,513,216 | 7,677,609 | 116,753 | 25,307,577 | 13,454,285 | 188.10 |
SOXL | 18,082,633 | 4,643,162 | 819,084 | 23,544,880 | 11,156,370 | 211.04 |
QQQ | 11,621,933 | 10,581,230 | 77,563 | 22,280,726 | 2,324,356 | 958.58 |
NVDA | 13,958,609 | 6,626,636 | 450,014 | 21,035,259 | 21,932,460 | 95.91 |
NVDQ | 19,618,753 | 384,069 | 14,205 | 20,017,027 | 1,267,044 | 1,579.82 |
TSLL | 17,544,817 | 1,643,513 | 351,714 | 19,540,043 | 7,546,050 | 258.94 |
SOXS | 15,740,461 | 2,075,799 | 1,135,820 | 18,952,080 | 8,358,198 | 226.75 |
SPY | 13,028,737 | 2,941,801 | 203,314 | 16,173,852 | 2,830,217 | 571.47 |
TZA | 10,724,570 | 3,798,138 | 9,199 | 14,531,907 | 1,627,240 | 893.04 |
SPXU | 11,432,287 | 1,107,653 | 4,931 | 12,544,870 | 664,434 | 1,888.05 |
SPXS | 10,462,910 | 1,822,764 | 1,399 | 12,287,072 | 4,433,308 | 277.15 |
INTC | 9,650,723 | 2,167,228 | 163,343 | 11,981,294 | 6,489,083 | 184.64 |
CYBN | 11,135,472 | 60,716 | 27,004 | 11,223,191 | 157,814 | 7,111.66 |
UVIX | 7,328,878 | 2,126,666 | 18,303 | 9,473,847 | 1,791,456 | 528.84 |
TNA | 6,988,812 | 1,309,502 | 37,199 | 8,335,513 | 1,481,188 | 562.76 |
GOEV | 8,064,331 | 191,381 | 4,387 | 8,260,098 | 275,548 | 2,997.70 |
SDS | 7,175,761 | 704,827 | 1,769 | 7,882,357 | 596,025 | 1,322.49 |
IWM | 3,727,104 | 3,875,945 | 30,236 | 7,633,285 | 1,811,659 | 421.34 |
PLTR | 5,413,178 | 1,931,419 | 94,330 | 7,438,927 | 5,868,176 | 126.77 |
NIO | 6,219,943 | 1,134,146 | 25,033 | 7,379,121 | 3,079,249 | 239.64 |
QID | 5,892,306 | 1,363,387 | 2,402 | 7,258,096 | 407,959 | 1,779.12 |
SPLG | 5,715,207 | 541,333 | 19,914 | 6,276,454 | 229,252 | 2,737.80 |
ETHU | 6,194,474 | 74,178 | 1,399 | 6,270,052 | 127,955 | 4,900.20 |
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.