Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
NVDQ | 46,598,568 | 858,641 | 101,784 | 47,558,993 | 2,120,995 | 2,242.30 |
SPY | 36,098,408 | 2,834,929 | 126,184 | 39,059,521 | 2,298,234 | 1,699.54 |
FFIE | 19,969,738 | 10,124,339 | 2,272,048 | 32,366,125 | 18,240,321 | 177.44 |
NVDA | 15,897,441 | 9,206,198 | 786,417 | 25,890,057 | 24,316,710 | 106.47 |
DNA | 20,344,383 | 3,275,483 | 123,845 | 23,743,712 | 2,434,485 | 975.31 |
PACB | 20,409,951 | 106,148 | 4,474 | 20,520,573 | 296,618 | 6,918.18 |
RIVN | 11,359,171 | 5,336,725 | 190,189 | 16,886,085 | 9,529,946 | 177.19 |
TQQQ | 12,287,808 | 4,216,921 | 81,554 | 16,586,283 | 3,355,100 | 494.36 |
SQQQ | 8,574,634 | 7,360,011 | 166,131 | 16,100,776 | 8,396,385 | 191.76 |
WBA | 12,787,629 | 1,173,547 | 40,043 | 14,001,219 | 2,710,493 | 516.56 |
BITX | 11,987,090 | 473,545 | 13,656 | 12,474,291 | 646,262 | 1,930.22 |
NVD | 9,828,720 | 1,814,120 | 191,587 | 11,834,427 | 3,750,976 | 315.50 |
SPXS | 8,140,746 | 2,215,094 | 43,960 | 10,399,800 | 2,061,582 | 504.46 |
SOXS | 8,651,469 | 1,163,991 | 27,817 | 9,843,276 | 2,979,402 | 330.38 |
OPTT | 4,345,737 | 4,013,179 | 1,406,924 | 9,765,841 | 9,427,077 | 103.59 |
MARA | 7,475,285 | 1,534,681 | 42,822 | 9,052,788 | 3,551,663 | 254.89 |
NDRA | 7,388,763 | 639,304 | 195,571 | 8,223,638 | 787,677 | 1,044.04 |
TZA | 5,336,326 | 2,282,483 | 6,960 | 7,625,769 | 1,099,087 | 693.83 |
QQQ | 5,224,106 | 1,726,270 | 26,979 | 6,977,354 | 1,624,802 | 429.43 |
BITI | 6,342,880 | 471,071 | 9,306 | 6,823,257 | 364,730 | 1,870.77 |
TNA | 4,700,697 | 2,102,687 | 19,584 | 6,822,969 | 1,284,121 | 531.33 |
CCL | 5,044,159 | 1,676,289 | 53,841 | 6,774,289 | 3,952,548 | 171.39 |
SOXL | 5,147,845 | 954,616 | 336,454 | 6,438,915 | 4,154,021 | 155.00 |
BITF | 5,902,526 | 334,442 | 14,135 | 6,251,103 | 1,488,032 | 420.09 |
CLSK | 4,557,537 | 1,486,690 | 33,746 | 6,077,973 | 2,393,270 | 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.