Maker Opportunity

Download
SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
NVDQ46,598,568858,641101,78447,558,9932,120,995 2,242.30
SPY36,098,4082,834,929126,18439,059,5212,298,234 1,699.54
FFIE19,969,73810,124,3392,272,04832,366,12518,240,321 177.44
NVDA15,897,4419,206,198786,41725,890,05724,316,710 106.47
DNA20,344,3833,275,483123,84523,743,7122,434,485 975.31
PACB20,409,951106,1484,47420,520,573296,618 6,918.18
RIVN11,359,1715,336,725190,18916,886,0859,529,946 177.19
TQQQ12,287,8084,216,92181,55416,586,2833,355,100 494.36
SQQQ8,574,6347,360,011166,13116,100,7768,396,385 191.76
WBA12,787,6291,173,54740,04314,001,2192,710,493 516.56
BITX11,987,090473,54513,65612,474,291646,262 1,930.22
NVD9,828,7201,814,120191,58711,834,4273,750,976 315.50
SPXS8,140,7462,215,09443,96010,399,8002,061,582 504.46
SOXS8,651,4691,163,99127,8179,843,2762,979,402 330.38
OPTT4,345,7374,013,1791,406,9249,765,8419,427,077 103.59
MARA7,475,2851,534,68142,8229,052,7883,551,663 254.89
NDRA7,388,763639,304195,5718,223,638787,677 1,044.04
TZA5,336,3262,282,4836,9607,625,7691,099,087 693.83
QQQ5,224,1061,726,27026,9796,977,3541,624,802 429.43
BITI6,342,880471,0719,3066,823,257364,730 1,870.77
TNA4,700,6972,102,68719,5846,822,9691,284,121 531.33
CCL5,044,1591,676,28953,8416,774,2893,952,548 171.39
SOXL5,147,845954,616336,4546,438,9154,154,021 155.00
BITF5,902,526334,44214,1356,251,1031,488,032 420.09
CLSK4,557,5371,486,69033,7466,077,9732,393,270 253.96

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.