Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 22,736,978 | 5,020,743 | 403,264 | 28,160,985 | 5,227,646 | 538.69 |
TQQQ | 13,980,973 | 3,826,035 | 59,705 | 17,866,713 | 2,176,225 | 821.00 |
SQQQ | 7,939,806 | 6,445,736 | 3,463 | 14,389,004 | 4,602,698 | 312.62 |
SOXS | 11,673,081 | 2,001,350 | 55,438 | 13,729,870 | 3,388,645 | 405.17 |
CISS | 7,638,469 | 4,986,949 | 185,228 | 12,810,646 | 5,395,186 | 237.45 |
IBIT | 4,240,629 | 7,985,118 | 96,416 | 12,322,163 | 2,923,813 | 421.44 |
QQQ | 9,608,295 | 2,439,261 | 58,411 | 12,105,968 | 2,509,007 | 482.50 |
CGC | 7,198,485 | 3,622,063 | 132,056 | 10,952,604 | 2,609,054 | 419.79 |
NVDS | 8,886,587 | 2,008,948 | 1,302 | 10,896,837 | 516,224 | 2,110.87 |
UVXY | 8,019,807 | 1,869,910 | 4,684 | 9,894,401 | 1,925,482 | 513.87 |
TLRY | 7,031,303 | 1,308,330 | 52,691 | 8,392,324 | 4,610,017 | 182.05 |
EGOX | 4,996,359 | 3,148,369 | 87,628 | 8,232,355 | 3,816,630 | 215.70 |
TSLL | 7,503,046 | 630,098 | 5,140 | 8,138,284 | 618,713 | 1,315.36 |
QLD | 6,897,646 | 839,602 | 2,341 | 7,739,589 | 238,180 | 3,249.47 |
AAPL | 4,056,133 | 3,109,012 | 155,602 | 7,320,747 | 2,809,731 | 260.55 |
AMC | 6,866,657 | 298,084 | 18,355 | 7,183,096 | 488,328 | 1,470.96 |
SPXS | 5,900,322 | 1,254,832 | 1,152 | 7,156,306 | 792,749 | 902.72 |
VXX | 5,738,515 | 1,396,632 | 4,998 | 7,140,144 | 1,152,409 | 619.58 |
TZA | 5,907,895 | 1,051,468 | 13,290 | 6,972,652 | 1,064,729 | 654.88 |
FSR | 5,625,076 | 1,212,383 | 78,041 | 6,915,500 | 11,757,875 | 58.82 |
CCL | 5,549,934 | 1,284,216 | 56,112 | 6,890,261 | 2,466,066 | 279.40 |
SOXL | 5,297,475 | 1,345,632 | 26,906 | 6,670,013 | 2,469,340 | 270.11 |
SOUN | 4,755,457 | 1,722,245 | 62,705 | 6,540,407 | 1,821,324 | 359.10 |
BITO | 5,031,322 | 1,442,354 | 33,042 | 6,506,718 | 1,695,251 | 383.82 |
IP | 949,782 | 5,427,831 | 10,005 | 6,387,618 | 420,886 | 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.