Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
YANG | 143,901,891 | 4,437,133 | 473,040 | 148,812,064 | 7,709,548 | 1,930.23 |
SQQQ | 21,242,189 | 17,147,000 | 58,288 | 38,447,477 | 15,577,537 | 246.81 |
TQQQ | 27,023,389 | 6,485,189 | 99,665 | 33,608,243 | 4,123,935 | 814.96 |
SOXS | 26,184,945 | 3,673,996 | 991,170 | 30,850,112 | 10,788,475 | 285.95 |
TSLL | 23,310,189 | 2,052,716 | 628,472 | 25,991,378 | 10,979,505 | 236.73 |
KXIN | 16,632,059 | 5,143,865 | 3,686,323 | 25,462,247 | 15,845,629 | 160.69 |
SOXL | 17,649,212 | 4,044,219 | 663,983 | 22,357,414 | 11,942,650 | 187.21 |
NVDA | 13,336,163 | 7,938,355 | 487,434 | 21,761,952 | 19,395,253 | 112.20 |
SPY | 16,719,846 | 4,369,628 | 142,878 | 21,232,352 | 3,099,525 | 685.02 |
SPXU | 15,425,953 | 1,837,602 | 262 | 17,263,818 | 600,355 | 2,875.60 |
NIO | 14,257,425 | 2,630,473 | 308,986 | 17,196,884 | 11,006,621 | 156.24 |
XPON | 8,069,019 | 4,791,493 | 2,575,980 | 15,436,491 | 12,799,924 | 120.60 |
SDS | 11,996,264 | 1,693,122 | 3,364 | 13,692,750 | 1,591,249 | 860.50 |
QQQ | 11,675,086 | 1,879,500 | 37,494 | 13,592,081 | 1,784,650 | 761.61 |
UVIX | 11,538,415 | 1,883,055 | 17,110 | 13,438,580 | 1,927,582 | 697.17 |
SPXS | 9,915,630 | 3,446,265 | 11,615 | 13,373,509 | 4,228,896 | 316.24 |
KWEB | 9,488,834 | 1,909,213 | 189,442 | 11,587,489 | 2,872,596 | 403.38 |
ETHU | 10,980,731 | 119,669 | 5,706 | 11,106,106 | 243,988 | 4,551.91 |
BITO | 7,303,967 | 2,619,196 | 12,919 | 9,936,082 | 418,041 | 2,376.82 |
ELAB | 6,201,602 | 2,491,866 | 959,703 | 9,653,171 | 7,998,414 | 120.69 |
QID | 8,498,281 | 1,075,050 | 2,389 | 9,575,720 | 423,938 | 2,258.75 |
NVD | 7,004,278 | 2,290,476 | 60,069 | 9,354,823 | 2,529,238 | 369.87 |
UPRO | 8,205,296 | 1,139,276 | 2,032 | 9,346,604 | 324,367 | 2,881.49 |
UVXY | 7,835,379 | 1,326,856 | 26,986 | 9,189,222 | 1,130,607 | 812.77 |
SPLG | 7,776,935 | 924,098 | 48,712 | 8,749,745 | 196,164 | 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.