Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 1,240,240,672 | 327,529 | 1,654 | 1,240,569,855 | 256,670 | 483,332.63 |
SPDN | 751,831,004 | 341,073 | 5,110 | 752,177,187 | 45,138 | 1,666,394.58 |
NVD | 631,414,926 | 410,901 | 6,780 | 631,832,607 | 137,998 | 457,856.35 |
PSQ | 561,947,703 | 207,797 | 382 | 562,155,882 | 42,821 | 1,312,804.19 |
SPXS | 548,012,606 | 436,824 | 5,025 | 548,454,455 | 349,673 | 156,847.81 |
SDS | 246,220,077 | 236,142 | 2,138 | 246,458,357 | 117,424 | 209,887.55 |
QID | 141,014,171 | 657,962 | 2,982 | 141,675,115 | 73,957 | 191,564.17 |
DOG | 139,357,671 | 9,258 | 0 | 139,366,929 | 10,210 | 1,365,004.20 |
SPXU | 116,968,313 | 414,072 | 1,790 | 117,384,175 | 119,192 | 98,483.27 |
TWM | 100,892,491 | 36,623 | 1,914 | 100,931,028 | 55,629 | 181,435.99 |
SQQQ | 97,184,915 | 3,594,867 | 7,270 | 100,787,052 | 1,521,012 | 6,626.32 |
RWM | 95,276,385 | 30,225 | 268 | 95,306,878 | 15,495 | 615,081.50 |
SPLG | 85,601,668 | 284,622 | 2,933 | 85,889,223 | 20,873 | 411,484.80 |
SDOW | 70,962,464 | 82,402 | 2,223 | 71,047,090 | 52,486 | 135,363.89 |
FXI | 69,107,876 | 743,775 | 35,873 | 69,887,524 | 1,419,013 | 4,925.08 |
NVDQ | 59,886,962 | 259,374 | 3,111 | 60,149,448 | 179,348 | 33,537.84 |
BOIL | 55,658,904 | 235,487 | 1,041 | 55,895,432 | 111,417 | 50,167.78 |
BITO | 51,342,639 | 280,309 | 2,582 | 51,625,530 | 69,005 | 74,814.19 |
BITI | 36,182,446 | 3,932 | 657 | 36,187,036 | 20,093 | 180,097.73 |
TQQQ | 34,342,784 | 1,056,665 | 75,276 | 35,474,724 | 341,103 | 10,400.00 |
TZA | 32,231,598 | 161,078 | 1,972 | 32,394,648 | 120,663 | 26,847.21 |
YANG | 27,971,450 | 971,711 | 25,051 | 28,968,212 | 1,478,007 | 1,959.95 |
SOXS | 27,167,981 | 307,991 | 47,817 | 27,523,789 | 326,877 | 8,420.23 |
VIXY | 24,864,955 | 109,278 | 828 | 24,975,060 | 61,523 | 40,594.67 |
DUST | 23,471,229 | 41,325 | 3,088 | 23,515,643 | 101,678 | 23,127.56 |
Data for 2024-09-27 to 2024-10-03 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.