Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| NVDQ | 45,837,233 | 1,076,311 | 16,242 | 46,929,786 | 2,282,733 | 2,055.86 |
| PACB | 35,601,695 | 135,400 | 11,164 | 35,748,259 | 451,808 | 7,912.27 |
| SPY | 19,658,251 | 4,140,156 | 376,748 | 24,175,155 | 3,535,342 | 683.81 |
| FFIE | 13,635,267 | 7,957,018 | 394,393 | 21,986,678 | 4,810,692 | 457.04 |
| NVDA | 10,413,692 | 6,523,151 | 476,355 | 17,413,199 | 11,516,668 | 151.20 |
| DNA | 13,083,831 | 3,273,921 | 815,039 | 17,172,791 | 3,433,396 | 500.17 |
| WBA | 13,548,313 | 996,660 | 124,816 | 14,669,790 | 1,951,694 | 751.64 |
| TQQQ | 10,717,034 | 2,215,538 | 33,455 | 12,966,026 | 1,508,722 | 859.40 |
| RIVN | 7,191,890 | 3,396,000 | 235,625 | 10,823,515 | 4,043,720 | 267.66 |
| NVD | 8,215,683 | 1,861,642 | 13,828 | 10,091,153 | 1,702,334 | 592.78 |
| CRKN | 8,654,221 | 801,844 | 21,344 | 9,477,409 | 570,683 | 1,660.71 |
| SPXS | 7,237,955 | 1,073,101 | 580 | 8,311,636 | 2,160,301 | 384.74 |
| SQQQ | 5,514,259 | 2,712,787 | 56,376 | 8,283,422 | 5,095,067 | 162.58 |
| NDRA | 7,508,643 | 516,061 | 5,930 | 8,030,634 | 378,334 | 2,122.63 |
| QQQ | 5,379,593 | 2,462,016 | 74,086 | 7,915,696 | 1,778,489 | 445.08 |
| SOXS | 6,415,314 | 802,847 | 24,336 | 7,242,498 | 1,824,891 | 396.87 |
| AAPL | 4,207,847 | 1,701,269 | 200,795 | 6,109,911 | 3,216,361 | 189.96 |
| BITF | 5,214,834 | 632,333 | 5,886 | 5,853,053 | 1,118,391 | 523.35 |
| OPTT | 3,842,560 | 1,817,263 | 78,162 | 5,737,985 | 1,877,593 | 305.60 |
| TSLH | 5,697,280 | 0 | 0 | 5,697,280 | 111 | 5,132,684.68 |
| LUCY | 2,936,230 | 2,510,544 | 54,207 | 5,500,981 | 1,405,447 | 391.40 |
| TZA | 3,928,275 | 1,555,335 | 3,551 | 5,487,162 | 865,975 | 633.64 |
| NKE | 4,709,381 | 535,762 | 103,258 | 5,348,400 | 1,679,086 | 318.53 |
| AMZN | 3,467,653 | 1,592,422 | 110,905 | 5,170,981 | 2,942,307 | 175.75 |
| TNA | 3,852,714 | 1,114,167 | 15,155 | 4,982,037 | 468,838 | 1,062.64 |
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.