Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ1,020,626,7533,787,01959,3361,024,473,1082,243,957 45,654.76
SH1,020,133,488899,6863,0901,021,036,265203,987 500,539.87
SPDN682,770,200328,565220683,098,98455,438 1,232,185.48
SPXS342,971,053714,44111,032343,696,527510,094 67,379.06
PSQ338,102,052361,6446,365338,470,06130,652 1,104,234.83
DOG209,336,96658,02620209,395,01213,050 1,604,559.48
SDS135,123,264282,9746,717135,412,954105,726 128,079.14
SPLG104,268,715246,42112,420104,527,55621,931 476,620.11
EEM98,673,992726,10012,81599,412,907680,336 14,612.32
QID64,994,336223,3512,22265,219,91045,138 144,490.03
RWM63,575,23725,51618263,600,93414,278 445,447.08
TQQQ60,129,2762,116,337101,50062,347,113549,511 11,345.93
SPXU52,029,931145,0632,27852,177,27162,447 83,554.49
TWM43,831,47539,7513,25843,874,48435,880 122,281.17
EFA41,042,909127,78211,94341,182,634126,845 32,466.90
DUST39,405,592116,46156639,522,620135,042 29,266.91
SDOW30,817,639110,7726,32830,934,73941,531 74,485.90
JAAA29,220,866260,2891,89229,483,04733,075 89,139.98
SPY28,186,075696,87260,59028,943,536297,358 9,733.57
TSLL28,355,456543,0631,35528,899,874401,373 7,200.25
SSO25,144,98933,6144,25825,182,8605,864 429,448.50
XLF23,221,416804,55912,20924,038,1841,218,469 1,972.82
UPRO20,991,88345,31020,27021,057,46314,128 149,047.73
FXI19,883,098289,58910,16720,182,854788,479 2,559.72
FELC19,975,1453,59858719,979,3306,306 316,830.48

Data for 2024-04-19 to 2024-04-25 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.