Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 903,845,701 | 372,804 | 10 | 904,218,514 | 147,467 | 613,166.68 |
PSQ | 593,963,559 | 698,069 | 0 | 594,661,628 | 130,475 | 455,766.72 |
SPDN | 512,069,933 | 108,818 | 0 | 512,178,751 | 14,902 | 3,436,979.94 |
SPXS | 416,959,857 | 112,183 | 4,753 | 417,076,793 | 306,924 | 135,889.27 |
NVD | 402,323,931 | 2,312,726 | 9,556 | 404,646,214 | 1,137,355 | 35,577.83 |
DOG | 239,036,410 | 15,747 | 0 | 239,052,158 | 11,040 | 2,165,327.52 |
QID | 163,114,422 | 395,251 | 771 | 163,510,444 | 528,926 | 30,913.67 |
SQQQ | 147,822,404 | 7,664,922 | 439 | 155,487,765 | 2,971,164 | 5,233.23 |
SDS | 148,375,939 | 95,427 | 1,059 | 148,472,424 | 235,604 | 63,017.79 |
SYTA | 103,611,912 | 244,932 | 2,341 | 103,859,186 | 4,023 | 2,581,635.25 |
SPXU | 101,273,671 | 173,249 | 6,152 | 101,453,072 | 121,447 | 83,536.91 |
SPLG | 86,324,784 | 195,658 | 16,957 | 86,537,399 | 141,801 | 61,027.35 |
NVDQ | 79,687,240 | 804,516 | 11,062 | 80,502,817 | 522,131 | 15,418.13 |
SDOW | 77,371,475 | 246,136 | 1,685 | 77,619,296 | 437,406 | 17,745.37 |
RWM | 77,234,844 | 20,690 | 421 | 77,255,956 | 40,276 | 191,816.36 |
TWM | 64,896,458 | 17,822 | 1,049 | 64,915,329 | 87,392 | 74,280.63 |
TSLL | 56,752,595 | 111,131 | 3,481 | 56,867,207 | 159,429 | 35,669.30 |
BITI | 53,451,412 | 117,438 | 468 | 53,569,319 | 151,643 | 35,325.94 |
EEM | 51,876,577 | 243,009 | 30,330 | 52,149,917 | 481,166 | 10,838.24 |
TQQQ | 44,937,517 | 430,457 | 12,306 | 45,380,280 | 127,934 | 35,471.63 |
FELG | 43,866,332 | 14,744 | 0 | 43,881,075 | 3,615 | 1,213,861.00 |
TCAF | 41,284,611 | 29,262 | 0 | 41,313,873 | 3,972 | 1,040,127.72 |
SOXS | 34,922,283 | 365,847 | 13,013 | 35,301,143 | 686,071 | 5,145.41 |
DYNF | 34,814,785 | 14,327 | 9,048 | 34,838,160 | 2,331 | 1,494,558.56 |
FELC | 31,954,972 | 12,841 | 61 | 31,967,873 | 1,655 | 1,931,593.53 |
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.