Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 661,004,188 | 675,280 | 8,075 | 661,687,544 | 128,799 | 513,736.55 |
PSQ | 468,623,586 | 76,066 | 2,054 | 468,701,707 | 24,729 | 1,895,352.45 |
SPXS | 334,405,805 | 340,270 | 936 | 334,747,011 | 452,885 | 73,914.35 |
SPDN | 316,025,133 | 115,756 | 380 | 316,141,269 | 16,864 | 1,874,651.74 |
NVD | 273,855,414 | 222,487 | 3,247 | 274,081,148 | 341,938 | 80,155.22 |
SQQQ | 97,917,595 | 5,765,910 | 6,279 | 103,689,783 | 2,279,050 | 4,549.69 |
QID | 100,357,925 | 268,065 | 1,588 | 100,627,577 | 42,351 | 237,603.78 |
SDS | 93,111,373 | 145,903 | 1,417 | 93,258,693 | 115,084 | 81,035.32 |
DOG | 83,783,258 | 2,436 | 0 | 83,785,693 | 6,703 | 1,249,973.04 |
NVDQ | 69,251,670 | 482,275 | 5,460 | 69,739,404 | 612,581 | 11,384.52 |
EEM | 64,520,921 | 530,015 | 12,535 | 65,063,471 | 607,828 | 10,704.26 |
SYTA | 62,001,732 | 137,290 | 344 | 62,139,366 | 5,810 | 1,069,524.37 |
SPXU | 52,719,141 | 274,631 | 973 | 52,994,744 | 87,825 | 60,341.30 |
SPLG | 42,197,431 | 92,747 | 3,820 | 42,293,998 | 20,529 | 206,020.74 |
BITI | 39,198,357 | 308,951 | 800 | 39,508,108 | 101,029 | 39,105.71 |
RWM | 37,651,540 | 29,100 | 73 | 37,680,713 | 10,677 | 352,914.80 |
TSLL | 33,906,785 | 223,130 | 9,360 | 34,139,275 | 367,085 | 9,300.10 |
TWM | 31,793,866 | 11,660 | 1,047 | 31,806,572 | 24,193 | 131,470.14 |
TQQQ | 28,870,362 | 497,194 | 51,828 | 29,419,384 | 226,845 | 12,968.94 |
SDOW | 27,919,537 | 88,594 | 1,457 | 28,009,588 | 61,600 | 45,470.11 |
PACB | 20,754,677 | 158,490 | 1,085 | 20,914,252 | 201,358 | 10,386.60 |
EFA | 19,920,319 | 167,944 | 5,821 | 20,094,083 | 178,156 | 11,278.93 |
DNA | 18,261,346 | 1,034,264 | 58,555 | 19,354,165 | 822,810 | 2,352.20 |
FFIE | 11,486,785 | 6,576,187 | 216,232 | 18,279,203 | 1,762,297 | 1,037.24 |
SOXS | 16,797,696 | 188,217 | 26,706 | 17,012,620 | 141,408 | 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.