Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY22,736,9785,020,743403,26428,160,9855,227,646 538.69
TQQQ13,980,9733,826,03559,70517,866,7132,176,225 821.00
SQQQ7,939,8066,445,7363,46314,389,0044,602,698 312.62
SOXS11,673,0812,001,35055,43813,729,8703,388,645 405.17
CISS7,638,4694,986,949185,22812,810,6465,395,186 237.45
IBIT4,240,6297,985,11896,41612,322,1632,923,813 421.44
QQQ9,608,2952,439,26158,41112,105,9682,509,007 482.50
CGC7,198,4853,622,063132,05610,952,6042,609,054 419.79
NVDS8,886,5872,008,9481,30210,896,837516,224 2,110.87
UVXY8,019,8071,869,9104,6849,894,4011,925,482 513.87
TLRY7,031,3031,308,33052,6918,392,3244,610,017 182.05
EGOX4,996,3593,148,36987,6288,232,3553,816,630 215.70
TSLL7,503,046630,0985,1408,138,284618,713 1,315.36
QLD6,897,646839,6022,3417,739,589238,180 3,249.47
AAPL4,056,1333,109,012155,6027,320,7472,809,731 260.55
AMC6,866,657298,08418,3557,183,096488,328 1,470.96
SPXS5,900,3221,254,8321,1527,156,306792,749 902.72
VXX5,738,5151,396,6324,9987,140,1441,152,409 619.58
TZA5,907,8951,051,46813,2906,972,6521,064,729 654.88
FSR5,625,0761,212,38378,0416,915,50011,757,875 58.82
CCL5,549,9341,284,21656,1126,890,2612,466,066 279.40
SOXL5,297,4751,345,63226,9066,670,0132,469,340 270.11
SOUN4,755,4571,722,24562,7056,540,4071,821,324 359.10
BITO5,031,3221,442,35433,0426,506,7181,695,251 383.82
IP949,7825,427,83110,0056,387,618420,886 1,517.66

Data for 2024-03-22 to 2024-03-28 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.