Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
YANG143,901,8914,437,133473,040148,812,0647,709,548 1,930.23
SQQQ21,242,18917,147,00058,28838,447,47715,577,537 246.81
TQQQ27,023,3896,485,18999,66533,608,2434,123,935 814.96
SOXS26,184,9453,673,996991,17030,850,11210,788,475 285.95
TSLL23,310,1892,052,716628,47225,991,37810,979,505 236.73
KXIN16,632,0595,143,8653,686,32325,462,24715,845,629 160.69
SOXL17,649,2124,044,219663,98322,357,41411,942,650 187.21
NVDA13,336,1637,938,355487,43421,761,95219,395,253 112.20
SPY16,719,8464,369,628142,87821,232,3523,099,525 685.02
SPXU15,425,9531,837,60226217,263,818600,355 2,875.60
NIO14,257,4252,630,473308,98617,196,88411,006,621 156.24
XPON8,069,0194,791,4932,575,98015,436,49112,799,924 120.60
SDS11,996,2641,693,1223,36413,692,7501,591,249 860.50
QQQ11,675,0861,879,50037,49413,592,0811,784,650 761.61
UVIX11,538,4151,883,05517,11013,438,5801,927,582 697.17
SPXS9,915,6303,446,26511,61513,373,5094,228,896 316.24
KWEB9,488,8341,909,213189,44211,587,4892,872,596 403.38
ETHU10,980,731119,6695,70611,106,106243,988 4,551.91
BITO7,303,9672,619,19612,9199,936,082418,041 2,376.82
ELAB6,201,6022,491,866959,7039,653,1717,998,414 120.69
QID8,498,2811,075,0502,3899,575,720423,938 2,258.75
NVD7,004,2782,290,47660,0699,354,8232,529,238 369.87
UPRO8,205,2961,139,2762,0329,346,604324,367 2,881.49
UVXY7,835,3791,326,85626,9869,189,2221,130,607 812.77
SPLG7,776,935924,09848,7128,749,745196,164 4,460.42

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.