Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
YANG | 78,254,239 | 1,005,136 | 24,872 | 79,284,247 | 5,453,017 | 1,453.95 |
TQQQ | 23,797,138 | 4,471,303 | 46,440 | 28,314,881 | 1,809,692 | 1,564.62 |
KXIN | 18,644,958 | 4,056,872 | 554,057 | 23,255,887 | 4,976,999 | 467.27 |
SPY | 17,433,393 | 4,544,839 | 405,254 | 22,383,487 | 3,701,225 | 604.76 |
SOXS | 15,511,435 | 2,515,418 | 29,379 | 18,056,233 | 2,346,527 | 769.49 |
TSLL | 15,918,105 | 1,211,652 | 72,729 | 17,202,487 | 3,175,049 | 541.80 |
AMZP | 16,036,896 | 0 | 20 | 16,036,917 | 342 | 4,689,157.02 |
QQQ | 13,282,214 | 2,569,274 | 140,202 | 15,991,691 | 1,985,966 | 805.23 |
SPXU | 11,191,477 | 2,326,321 | 1,792 | 13,519,590 | 919,592 | 1,470.17 |
SQQQ | 10,562,589 | 2,445,383 | 137,780 | 13,145,752 | 5,453,570 | 241.05 |
NVDA | 7,907,185 | 4,643,527 | 509,258 | 13,059,970 | 7,761,362 | 168.27 |
NIO | 10,324,651 | 2,279,879 | 57,680 | 12,662,210 | 6,517,449 | 194.28 |
SOXL | 9,975,444 | 2,440,540 | 59,200 | 12,475,184 | 3,192,028 | 390.82 |
UVIX | 10,238,857 | 2,141,672 | 87,821 | 12,468,350 | 3,490,568 | 357.20 |
KWEB | 8,981,765 | 2,825,872 | 121,896 | 11,929,534 | 5,446,953 | 219.01 |
SDS | 9,351,182 | 2,555,663 | 3,255 | 11,910,099 | 960,414 | 1,240.10 |
UVXY | 8,017,928 | 1,704,334 | 24,603 | 9,746,866 | 1,593,507 | 611.66 |
SPXS | 7,767,105 | 1,268,348 | 901 | 9,036,354 | 2,426,669 | 372.38 |
QID | 7,638,301 | 1,283,556 | 3,775 | 8,925,633 | 899,986 | 991.75 |
NVD | 6,171,695 | 2,592,659 | 12,262 | 8,776,617 | 1,282,215 | 684.49 |
FXI | 5,370,968 | 3,033,579 | 183,346 | 8,587,893 | 9,703,652 | 88.50 |
UPRO | 7,408,142 | 1,145,182 | 2,652 | 8,555,976 | 390,637 | 2,190.26 |
XPON | 6,310,211 | 1,934,270 | 155,358 | 8,399,839 | 4,444,432 | 189.00 |
ZTO | 2,553,039 | 5,661,287 | 50,421 | 8,264,746 | 313,252 | 2,638.37 |
ELAB | 6,727,595 | 1,083,088 | 74,516 | 7,885,199 | 2,036,327 | 387.23 |
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.