Maker Opportunity

Download
SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH903,845,701372,80410904,218,514147,467 613,166.68
PSQ593,963,559698,0690594,661,628130,475 455,766.72
SPDN512,069,933108,8180512,178,75114,902 3,436,979.94
SPXS416,959,857112,1834,753417,076,793306,924 135,889.27
NVD402,323,9312,312,7269,556404,646,2141,137,355 35,577.83
DOG239,036,41015,7470239,052,15811,040 2,165,327.52
QID163,114,422395,251771163,510,444528,926 30,913.67
SQQQ147,822,4047,664,922439155,487,7652,971,164 5,233.23
SDS148,375,93995,4271,059148,472,424235,604 63,017.79
SYTA103,611,912244,9322,341103,859,1864,023 2,581,635.25
SPXU101,273,671173,2496,152101,453,072121,447 83,536.91
SPLG86,324,784195,65816,95786,537,399141,801 61,027.35
NVDQ79,687,240804,51611,06280,502,817522,131 15,418.13
SDOW77,371,475246,1361,68577,619,296437,406 17,745.37
RWM77,234,84420,69042177,255,95640,276 191,816.36
TWM64,896,45817,8221,04964,915,32987,392 74,280.63
TSLL56,752,595111,1313,48156,867,207159,429 35,669.30
BITI53,451,412117,43846853,569,319151,643 35,325.94
EEM51,876,577243,00930,33052,149,917481,166 10,838.24
TQQQ44,937,517430,45712,30645,380,280127,934 35,471.63
FELG43,866,33214,744043,881,0753,615 1,213,861.00
TCAF41,284,61129,262041,313,8733,972 1,040,127.72
SOXS34,922,283365,84713,01335,301,143686,071 5,145.41
DYNF34,814,78514,3279,04834,838,1602,331 1,494,558.56
FELC31,954,97212,8416131,967,8731,655 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.