Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
MSTZ | 210,309,415 | 9,885,737 | 2,384,801 | 222,579,953 | 28,194,340 | 789.45 |
NVDQ | 34,364,172 | 1,303,373 | 104,332 | 35,771,876 | 4,135,727 | 864.95 |
MARA | 26,435,739 | 3,924,327 | 166,762 | 30,526,828 | 11,419,952 | 267.31 |
SMCI | 19,665,260 | 9,480,457 | 477,736 | 29,623,453 | 20,210,199 | 146.58 |
APLM | 17,045,240 | 6,364,047 | 4,712,589 | 28,121,876 | 22,059,666 | 127.48 |
NVDA | 15,105,070 | 9,715,419 | 480,930 | 25,301,418 | 26,031,307 | 97.20 |
TQQQ | 19,620,017 | 5,181,613 | 94,033 | 24,895,664 | 3,893,221 | 639.46 |
ELAB | 17,919,793 | 4,349,741 | 2,036,652 | 24,306,185 | 13,013,730 | 186.77 |
PLTR | 19,312,063 | 3,736,677 | 201,219 | 23,249,959 | 8,092,905 | 287.29 |
TSLL | 16,982,107 | 4,154,742 | 1,259,954 | 22,396,803 | 12,725,692 | 176.00 |
SOXL | 17,293,911 | 2,425,926 | 465,301 | 20,185,138 | 9,979,825 | 202.26 |
UVIX | 12,095,996 | 7,755,200 | 30,810 | 19,882,007 | 2,698,050 | 736.90 |
SOXS | 14,978,879 | 1,028,320 | 382,179 | 16,389,378 | 4,756,808 | 344.55 |
IBIT | 11,790,606 | 3,665,388 | 135,732 | 15,591,726 | 4,703,873 | 331.47 |
IONQ | 10,883,883 | 3,944,480 | 620,155 | 15,448,518 | 5,526,140 | 279.55 |
SMST | 14,322,764 | 702,051 | 94,830 | 15,119,644 | 2,774,736 | 544.90 |
NCNC | 8,505,214 | 3,420,185 | 2,958,710 | 14,884,109 | 15,520,622 | 95.90 |
SQQQ | 10,974,853 | 3,722,578 | 65,349 | 14,762,780 | 4,952,535 | 298.09 |
TZA | 7,933,565 | 5,634,575 | 10,617 | 13,578,757 | 3,075,553 | 441.51 |
IQ | 12,891,563 | 296,238 | 11,683 | 13,199,484 | 1,179,291 | 1,119.27 |
TNXP | 6,425,245 | 3,538,529 | 2,654,860 | 12,618,635 | 12,568,965 | 100.40 |
SPY | 10,497,633 | 1,929,612 | 87,003 | 12,514,247 | 2,175,226 | 575.31 |
AKTS | 5,249,105 | 3,609,517 | 2,593,026 | 11,451,648 | 10,825,994 | 105.78 |
SOUN | 9,664,518 | 1,525,303 | 35,137 | 11,224,958 | 5,159,152 | 217.57 |
BTCZ | 10,238,544 | 815,604 | 21 | 11,054,168 | 91,122 | 12,131.17 |
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.