Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| MSTZ | 79,176,503 | 3,651,312 | 165,800 | 82,993,615 | 16,999,246 | 488.22 |
| NVDQ | 18,326,637 | 374,735 | 560 | 18,701,932 | 324,289 | 5,767.06 |
| APLM | 14,440,171 | 965,721 | 599,896 | 16,005,788 | 2,177,451 | 735.07 |
| SPXU | 8,720,224 | 633,158 | 100 | 9,353,482 | 187,756 | 4,981.72 |
| ELAB | 8,602,367 | 253,853 | 1,420 | 8,857,640 | 422,729 | 2,095.35 |
| MSTR | 7,458,789 | 234,221 | 23,788 | 7,716,799 | 291,168 | 2,650.29 |
| SH | 7,442,855 | 160,968 | 0 | 7,603,824 | 79,983 | 9,506.80 |
| TQQQ | 6,461,226 | 1,123,005 | 12,093 | 7,596,324 | 282,003 | 2,693.70 |
| SPLG | 6,822,608 | 443,352 | 26,023 | 7,291,984 | 130,420 | 5,591.15 |
| SDS | 6,853,787 | 195,130 | 0 | 7,048,917 | 171,154 | 4,118.46 |
| NCNC | 5,804,038 | 398,758 | 576,583 | 6,779,379 | 1,485,724 | 456.30 |
| SQQQ | 6,067,038 | 524,265 | 3,565 | 6,594,868 | 727,913 | 906.00 |
| NVDA | 4,290,528 | 925,786 | 125,687 | 5,342,001 | 950,346 | 562.11 |
| TNXP | 4,682,261 | 308,882 | 346,024 | 5,337,167 | 962,965 | 554.24 |
| SMCI | 4,448,818 | 634,658 | 130,138 | 5,213,614 | 514,418 | 1,013.50 |
| SOAR | 4,568,936 | 440,570 | 146,903 | 5,156,408 | 808,685 | 637.63 |
| AKTS | 4,497,841 | 366,490 | 234,110 | 5,098,441 | 640,551 | 795.95 |
| CDT | 4,435,900 | 253,715 | 311,485 | 5,001,100 | 754,801 | 662.57 |
| SOXL | 4,338,330 | 319,374 | 21,940 | 4,679,644 | 1,135,559 | 412.10 |
| MARA | 3,504,731 | 816,239 | 82,913 | 4,403,883 | 857,620 | 513.50 |
| UVIX | 3,832,380 | 396,179 | 197 | 4,228,756 | 195,918 | 2,158.43 |
| SPY | 3,748,848 | 393,857 | 29,895 | 4,172,600 | 643,418 | 648.51 |
| SPXS | 3,809,260 | 185,693 | 0 | 3,994,953 | 848,967 | 470.57 |
| HCWB | 2,648,111 | 563,362 | 84,669 | 3,296,141 | 611,571 | 538.96 |
| UPRO | 3,074,141 | 215,822 | 3,535 | 3,293,497 | 192,722 | 1,708.94 |
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.