Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
BIG | 43,442,945 | 44,829 | 4,681 | 43,492,456 | 94,844 | 45,856.83 |
NIO | 34,375,949 | 933,826 | 15,136 | 35,324,912 | 2,018,143 | 1,750.37 |
SPY | 25,291,853 | 3,006,740 | 306,411 | 28,605,003 | 3,091,855 | 925.17 |
AMC | 12,594,067 | 6,917,404 | 104,880 | 19,616,351 | 2,174,411 | 902.15 |
SQQQ | 13,537,057 | 5,866,567 | 67,716 | 19,471,340 | 5,760,407 | 338.02 |
TQQQ | 15,013,597 | 2,403,063 | 63,005 | 17,479,665 | 1,543,414 | 1,132.53 |
TSLL | 15,833,692 | 524,625 | 1,131 | 16,359,448 | 1,326,670 | 1,233.12 |
FFIE | 9,742,216 | 4,058,663 | 413,366 | 14,214,244 | 3,050,048 | 466.03 |
KITT | 7,623,791 | 4,226,181 | 182,695 | 12,032,667 | 2,852,672 | 421.80 |
GME | 8,346,423 | 2,813,253 | 213,686 | 11,373,363 | 3,991,702 | 284.93 |
NDRA | 7,330,206 | 2,735,924 | 415,190 | 10,481,321 | 3,513,206 | 298.34 |
PRST | 6,646,350 | 3,642,720 | 52,871 | 10,341,942 | 3,660,947 | 282.49 |
HLTH | 7,944,860 | 1,269,227 | 29,505 | 9,243,591 | 1,880,902 | 491.44 |
CRKN | 5,114,791 | 3,679,977 | 146,651 | 8,941,419 | 2,383,565 | 375.13 |
QQQ | 6,606,979 | 1,886,593 | 69,255 | 8,562,827 | 1,682,396 | 508.97 |
SPXS | 6,368,777 | 1,707,714 | 880 | 8,077,371 | 1,795,363 | 449.90 |
BOIL | 7,033,485 | 883,102 | 15,034 | 7,931,621 | 497,816 | 1,593.28 |
UNG | 6,791,929 | 698,888 | 4,131 | 7,494,947 | 807,194 | 928.52 |
AGRI | 5,249,861 | 2,096,631 | 29,599 | 7,376,091 | 957,457 | 770.38 |
TZA | 5,242,730 | 1,356,127 | 21,409 | 6,620,266 | 942,345 | 702.53 |
VSSYW | 6,573,871 | 3,705 | 2,656 | 6,580,232 | 18,458 | 35,649.76 |
BNED | 4,192,600 | 2,225,927 | 154,060 | 6,572,587 | 1,702,289 | 386.10 |
SOXL | 4,595,117 | 1,793,580 | 166,258 | 6,554,955 | 2,088,320 | 313.89 |
SOXS | 5,739,941 | 726,472 | 56,899 | 6,523,312 | 1,642,586 | 397.14 |
NVDL | 4,951,873 | 1,419,750 | 29,617 | 6,401,241 | 1,166,398 | 548.80 |
Data for 2024-06-04 to 2024-06-10 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.