Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH661,004,188675,2808,075661,687,544128,799 513,736.55
PSQ468,623,58676,0662,054468,701,70724,729 1,895,352.45
SPXS334,405,805340,270936334,747,011452,885 73,914.35
SPDN316,025,133115,756380316,141,26916,864 1,874,651.74
NVD273,855,414222,4873,247274,081,148341,938 80,155.22
SQQQ97,917,5955,765,9106,279103,689,7832,279,050 4,549.69
QID100,357,925268,0651,588100,627,57742,351 237,603.78
SDS93,111,373145,9031,41793,258,693115,084 81,035.32
DOG83,783,2582,436083,785,6936,703 1,249,973.04
NVDQ69,251,670482,2755,46069,739,404612,581 11,384.52
EEM64,520,921530,01512,53565,063,471607,828 10,704.26
SYTA62,001,732137,29034462,139,3665,810 1,069,524.37
SPXU52,719,141274,63197352,994,74487,825 60,341.30
SPLG42,197,43192,7473,82042,293,99820,529 206,020.74
BITI39,198,357308,95180039,508,108101,029 39,105.71
RWM37,651,54029,1007337,680,71310,677 352,914.80
TSLL33,906,785223,1309,36034,139,275367,085 9,300.10
TWM31,793,86611,6601,04731,806,57224,193 131,470.14
TQQQ28,870,362497,19451,82829,419,384226,845 12,968.94
SDOW27,919,53788,5941,45728,009,58861,600 45,470.11
PACB20,754,677158,4901,08520,914,252201,358 10,386.60
EFA19,920,319167,9445,82120,094,083178,156 11,278.93
DNA18,261,3461,034,26458,55519,354,165822,810 2,352.20
FFIE11,486,7856,576,187216,23218,279,2031,762,297 1,037.24
SOXS16,797,696188,21726,70617,012,620141,408 12,030.88

Data for 2024-06-24 to 2024-06-28 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.