Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
TQQQ | 55,340,203 | 5,225,749 | 63,357 | 60,629,309 | 2,207,961 | 2,745.94 |
UVIX | 39,813,229 | 5,855,907 | 255,785 | 45,924,921 | 6,914,039 | 664.23 |
TSLZ | 33,904,801 | 1,920,266 | 12,775 | 35,837,842 | 4,622,934 | 775.22 |
MSTU | 29,266,268 | 4,373,265 | 149,436 | 33,788,969 | 6,974,943 | 484.43 |
SOXL | 28,842,432 | 3,683,650 | 63,819 | 32,589,902 | 3,259,339 | 999.89 |
RGTI | 26,410,944 | 4,177,345 | 227,114 | 30,815,404 | 5,788,991 | 532.31 |
UVXY | 23,912,045 | 4,237,869 | 39,950 | 28,189,863 | 2,588,413 | 1,089.08 |
SQQQ | 18,764,682 | 3,372,676 | 56,713 | 22,194,071 | 4,540,800 | 488.77 |
SOXS | 20,187,027 | 1,385,598 | 19,809 | 21,592,434 | 2,739,765 | 788.11 |
SPY | 17,468,778 | 3,287,326 | 784,940 | 21,541,043 | 4,895,711 | 440.00 |
LITM | 16,889,888 | 2,115,457 | 160,771 | 19,166,115 | 2,619,504 | 731.67 |
TSLL | 16,144,626 | 1,576,420 | 145,514 | 17,866,560 | 2,145,371 | 832.80 |
QQQ | 14,477,723 | 2,106,700 | 222,622 | 16,807,045 | 2,448,044 | 686.55 |
TNXP | 14,528,333 | 2,019,130 | 122,230 | 16,669,692 | 1,889,243 | 882.35 |
ETHU | 14,243,575 | 805,771 | 70,847 | 15,120,192 | 2,978,325 | 507.67 |
MSTZ | 12,786,709 | 555,741 | 25,739 | 13,368,189 | 2,689,862 | 496.98 |
LCID | 11,758,647 | 1,387,315 | 134,926 | 13,280,888 | 4,381,004 | 303.15 |
SPXU | 12,079,377 | 1,023,903 | 25,970 | 13,129,250 | 749,966 | 1,750.65 |
SOUN | 10,625,832 | 2,155,761 | 137,598 | 12,919,190 | 3,477,578 | 371.50 |
BITF | 12,219,579 | 492,416 | 22,001 | 12,733,996 | 1,738,615 | 732.42 |
NVDA | 7,434,476 | 3,042,142 | 444,371 | 10,920,988 | 6,720,795 | 162.50 |
SVIX | 10,368,504 | 381,383 | 27,789 | 10,777,677 | 792,763 | 1,359.51 |
SPLG | 8,455,281 | 2,205,328 | 39,506 | 10,700,116 | 547,515 | 1,954.31 |
TZA | 8,294,132 | 2,192,235 | 38,974 | 10,525,340 | 1,490,132 | 706.34 |
QBTS | 7,844,424 | 2,012,623 | 201,938 | 10,058,985 | 3,052,676 | 329.51 |
Data for 2024-12-18 to 2024-12-24 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.