Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
MSTZ | 243,765,011 | 12,888,922 | 1,206,076 | 257,860,008 | 33,397,829 | 772.09 |
NVDQ | 26,619,446 | 778,260 | 22,260 | 27,419,966 | 2,600,749 | 1,054.31 |
BTCZ | 23,270,535 | 184,240 | 12,492 | 23,467,267 | 43,474 | 53,980.00 |
TQQQ | 17,024,646 | 3,720,624 | 47,704 | 20,792,973 | 1,726,270 | 1,204.50 |
APLM | 17,790,472 | 1,952,026 | 132,360 | 19,874,858 | 2,490,830 | 797.92 |
IBIT | 9,391,019 | 7,473,455 | 122,590 | 16,987,063 | 5,012,667 | 338.88 |
NVDA | 9,524,254 | 4,913,752 | 600,296 | 15,038,302 | 9,121,442 | 164.87 |
UVIX | 11,167,510 | 3,514,512 | 334,322 | 15,016,344 | 3,764,088 | 398.94 |
MARA | 11,795,183 | 2,693,481 | 184,778 | 14,673,442 | 4,515,836 | 324.93 |
IAUX | 14,184,089 | 340,453 | 36,049 | 14,560,591 | 209,330 | 6,955.81 |
SOXL | 11,068,414 | 1,659,076 | 61,078 | 12,788,568 | 2,587,559 | 494.23 |
TSLL | 10,504,060 | 2,161,061 | 68,929 | 12,734,049 | 1,996,307 | 637.88 |
SQQQ | 10,329,630 | 2,183,160 | 50,851 | 12,563,641 | 3,711,517 | 338.50 |
SPY | 9,988,197 | 1,979,011 | 362,195 | 12,329,403 | 2,619,405 | 470.69 |
AMZN | 4,260,822 | 7,887,229 | 73,432 | 12,221,482 | 1,889,484 | 646.82 |
SMCI | 8,038,168 | 3,744,145 | 268,864 | 12,051,177 | 4,952,234 | 243.35 |
PLTR | 7,912,351 | 2,218,570 | 111,514 | 10,242,435 | 3,045,225 | 336.34 |
TOI | 9,964,478 | 59,774 | 6,780 | 10,031,032 | 47,462 | 21,134.87 |
SOXS | 8,779,000 | 604,196 | 15,985 | 9,399,182 | 1,277,033 | 736.02 |
ELAB | 6,793,617 | 1,867,963 | 39,816 | 8,701,397 | 3,035,592 | 286.65 |
QQQ | 6,961,810 | 1,517,829 | 147,473 | 8,627,111 | 1,846,388 | 467.24 |
AKTS | 6,233,569 | 2,304,745 | 35,634 | 8,573,949 | 1,941,008 | 441.73 |
NCNC | 7,331,907 | 1,141,995 | 35,066 | 8,508,968 | 1,886,109 | 451.14 |
IONQ | 5,367,112 | 3,003,422 | 52,869 | 8,423,403 | 1,181,231 | 713.10 |
SMST | 7,717,559 | 381,651 | 61,049 | 8,160,259 | 1,187,570 | 687.14 |
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.