Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPDN | 685,920,930 | 30,534 | 4,200 | 685,955,663 | 82,595 | 830,505.07 |
PSQ | 478,442,658 | 166,524 | 2,101 | 478,611,283 | 75,449 | 634,350.73 |
SPXS | 466,461,176 | 756,698 | 4,649 | 467,222,524 | 444,629 | 105,081.43 |
SDS | 220,266,857 | 161,998 | 195 | 220,429,049 | 128,270 | 171,847.70 |
DOG | 123,266,035 | 20,300 | 755 | 123,287,089 | 2,168 | 5,686,673.85 |
NVDQ | 117,976,323 | 766,249 | 9,642 | 118,752,214 | 395,726 | 30,008.70 |
QID | 111,434,184 | 276,336 | 1,940 | 111,712,461 | 87,329 | 127,921.38 |
SH | 107,140,995 | 357,956 | 23 | 107,498,974 | 96,702 | 111,165.20 |
SQQQ | 95,124,325 | 411,506 | 31,845 | 95,567,676 | 463,225 | 20,630.94 |
SPXU | 87,286,213 | 543,805 | 1,760 | 87,831,778 | 127,270 | 69,012.16 |
RWM | 70,166,754 | 49,728 | 800 | 70,217,282 | 22,585 | 310,902.29 |
SPLG | 60,375,290 | 377,661 | 5,551 | 60,758,502 | 31,025 | 195,837.23 |
MSTZ | 46,766,733 | 3,625,008 | 238,231 | 50,629,971 | 5,693,999 | 889.18 |
TZA | 31,799,548 | 194,122 | 8,710 | 32,002,380 | 132,765 | 24,104.53 |
TQQQ | 20,138,722 | 1,246,395 | 53,610 | 21,438,726 | 452,851 | 4,734.17 |
LCID | 16,725,078 | 1,831,634 | 46,728 | 18,603,440 | 581,545 | 3,198.97 |
IBIT | 17,040,755 | 1,229,092 | 69,991 | 18,339,838 | 525,243 | 3,491.69 |
PLUG | 16,993,733 | 753,093 | 12,465 | 17,759,292 | 363,899 | 4,880.28 |
BITF | 14,932,446 | 657,153 | 12,833 | 15,602,432 | 432,440 | 3,608.00 |
NIO | 13,468,082 | 794,895 | 56,898 | 14,319,876 | 530,497 | 2,699.33 |
OPEN | 13,166,160 | 913,973 | 84,446 | 14,164,579 | 283,138 | 5,002.71 |
GRAB | 12,669,648 | 1,051,887 | 57,894 | 13,779,430 | 1,248,444 | 1,103.73 |
APLM | 11,326,432 | 1,033,197 | 210,911 | 12,570,539 | 2,072,934 | 606.41 |
SOXL | 11,340,711 | 650,827 | 47,975 | 12,039,512 | 522,863 | 2,302.61 |
NOK | 11,349,149 | 627,245 | 32,326 | 12,008,721 | 431,967 | 2,780.01 |
Data for 2024-11-18 to 2024-11-22 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.