Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
NVD86,772,7362,468,48986,49989,327,7242,831,684 3,154.58
TQQQ21,968,3116,912,830113,67528,994,8164,657,343 622.56
SQQQ17,513,2167,677,609116,75325,307,57713,454,285 188.10
SOXL18,082,6334,643,162819,08423,544,88011,156,370 211.04
QQQ11,621,93310,581,23077,56322,280,7262,324,356 958.58
NVDA13,958,6096,626,636450,01421,035,25921,932,460 95.91
NVDQ19,618,753384,06914,20520,017,0271,267,044 1,579.82
TSLL17,544,8171,643,513351,71419,540,0437,546,050 258.94
SOXS15,740,4612,075,7991,135,82018,952,0808,358,198 226.75
SPY13,028,7372,941,801203,31416,173,8522,830,217 571.47
TZA10,724,5703,798,1389,19914,531,9071,627,240 893.04
SPXU11,432,2871,107,6534,93112,544,870664,434 1,888.05
SPXS10,462,9101,822,7641,39912,287,0724,433,308 277.15
INTC9,650,7232,167,228163,34311,981,2946,489,083 184.64
CYBN11,135,47260,71627,00411,223,191157,814 7,111.66
UVIX7,328,8782,126,66618,3039,473,8471,791,456 528.84
TNA6,988,8121,309,50237,1998,335,5131,481,188 562.76
GOEV8,064,331191,3814,3878,260,098275,548 2,997.70
SDS7,175,761704,8271,7697,882,357596,025 1,322.49
IWM3,727,1043,875,94530,2367,633,2851,811,659 421.34
PLTR5,413,1781,931,41994,3307,438,9275,868,176 126.77
NIO6,219,9431,134,14625,0337,379,1213,079,249 239.64
QID5,892,3061,363,3872,4027,258,096407,959 1,779.12
SPLG5,715,207541,33319,9146,276,454229,252 2,737.80
ETHU6,194,47474,1781,3996,270,052127,955 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.