Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
TQQQ | 108,701,423 | 6,507,435 | 172,892 | 115,381,751 | 4,969,389 | 2,321.85 |
TSLZ | 66,576,223 | 5,471,827 | 129,351 | 72,177,402 | 6,872,677 | 1,050.21 |
SOXL | 66,105,141 | 5,020,954 | 658,786 | 71,784,880 | 11,942,973 | 601.06 |
RGTI | 54,456,966 | 7,957,477 | 924,564 | 63,339,008 | 20,686,443 | 306.19 |
TNXP | 35,754,675 | 14,631,201 | 3,636,311 | 54,022,187 | 32,967,885 | 163.86 |
TSDD | 51,537,003 | 2,015,568 | 70,520 | 53,623,091 | 3,037,860 | 1,765.16 |
ETHU | 47,531,608 | 3,007,193 | 158,625 | 50,697,425 | 2,412,659 | 2,101.31 |
TSLL | 34,785,146 | 5,786,393 | 2,017,290 | 42,588,829 | 18,812,037 | 226.39 |
UVIX | 23,551,955 | 16,737,970 | 56,398 | 40,346,323 | 3,893,903 | 1,036.14 |
SOUN | 31,773,326 | 4,808,153 | 205,234 | 36,786,713 | 14,056,913 | 261.70 |
DRN | 35,494,947 | 18,558 | 1,873 | 35,515,378 | 98,533 | 36,044.15 |
QBTS | 23,470,972 | 7,115,737 | 469,310 | 31,056,019 | 14,418,897 | 215.38 |
SOXS | 27,721,462 | 1,911,702 | 561,479 | 30,194,642 | 7,234,098 | 417.39 |
MSTU | 24,091,601 | 3,477,581 | 162,479 | 27,731,660 | 4,755,678 | 583.13 |
BITF | 22,142,228 | 683,812 | 27,455 | 22,853,495 | 2,539,073 | 900.07 |
SQQQ | 17,026,998 | 5,506,658 | 145,520 | 22,679,176 | 7,267,560 | 312.06 |
QUBT | 15,212,099 | 4,917,713 | 452,844 | 20,582,656 | 14,260,337 | 144.33 |
NVDA | 13,014,061 | 6,040,655 | 445,639 | 19,500,354 | 16,655,529 | 117.08 |
MSTZ | 18,989,056 | 415,572 | 29,470 | 19,434,097 | 1,159,366 | 1,676.27 |
NKLA | 18,989,275 | 373,849 | 23,501 | 19,386,624 | 856,169 | 2,264.35 |
SPY | 15,832,866 | 2,955,592 | 251,469 | 19,039,926 | 3,394,033 | 560.98 |
BITX | 17,432,448 | 1,300,287 | 24,110 | 18,756,845 | 1,379,604 | 1,359.58 |
LITM | 11,379,524 | 4,018,717 | 854,115 | 16,252,356 | 10,704,598 | 151.83 |
GOEV | 9,374,058 | 4,747,121 | 1,928,794 | 16,049,973 | 12,811,096 | 125.28 |
PLTR | 12,028,526 | 3,622,632 | 379,991 | 16,031,149 | 10,267,602 | 156.13 |
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.