Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
TQQQ55,340,2035,225,74963,35760,629,3092,207,961 2,745.94
UVIX39,813,2295,855,907255,78545,924,9216,914,039 664.23
TSLZ33,904,8011,920,26612,77535,837,8424,622,934 775.22
MSTU29,266,2684,373,265149,43633,788,9696,974,943 484.43
SOXL28,842,4323,683,65063,81932,589,9023,259,339 999.89
RGTI26,410,9444,177,345227,11430,815,4045,788,991 532.31
UVXY23,912,0454,237,86939,95028,189,8632,588,413 1,089.08
SQQQ18,764,6823,372,67656,71322,194,0714,540,800 488.77
SOXS20,187,0271,385,59819,80921,592,4342,739,765 788.11
SPY17,468,7783,287,326784,94021,541,0434,895,711 440.00
LITM16,889,8882,115,457160,77119,166,1152,619,504 731.67
TSLL16,144,6261,576,420145,51417,866,5602,145,371 832.80
QQQ14,477,7232,106,700222,62216,807,0452,448,044 686.55
TNXP14,528,3332,019,130122,23016,669,6921,889,243 882.35
ETHU14,243,575805,77170,84715,120,1922,978,325 507.67
MSTZ12,786,709555,74125,73913,368,1892,689,862 496.98
LCID11,758,6471,387,315134,92613,280,8884,381,004 303.15
SPXU12,079,3771,023,90325,97013,129,250749,966 1,750.65
SOUN10,625,8322,155,761137,59812,919,1903,477,578 371.50
BITF12,219,579492,41622,00112,733,9961,738,615 732.42
NVDA7,434,4763,042,142444,37110,920,9886,720,795 162.50
SVIX10,368,504381,38327,78910,777,677792,763 1,359.51
SPLG8,455,2812,205,32839,50610,700,116547,515 1,954.31
TZA8,294,1322,192,23538,97410,525,3401,490,132 706.34
QBTS7,844,4242,012,623201,93810,058,9853,052,676 329.51

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.