Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 1,020,626,753 | 3,787,019 | 59,336 | 1,024,473,108 | 2,243,957 | 45,654.76 |
SH | 1,020,133,488 | 899,686 | 3,090 | 1,021,036,265 | 203,987 | 500,539.87 |
SPDN | 682,770,200 | 328,565 | 220 | 683,098,984 | 55,438 | 1,232,185.48 |
SPXS | 342,971,053 | 714,441 | 11,032 | 343,696,527 | 510,094 | 67,379.06 |
PSQ | 338,102,052 | 361,644 | 6,365 | 338,470,061 | 30,652 | 1,104,234.83 |
DOG | 209,336,966 | 58,026 | 20 | 209,395,012 | 13,050 | 1,604,559.48 |
SDS | 135,123,264 | 282,974 | 6,717 | 135,412,954 | 105,726 | 128,079.14 |
SPLG | 104,268,715 | 246,421 | 12,420 | 104,527,556 | 21,931 | 476,620.11 |
EEM | 98,673,992 | 726,100 | 12,815 | 99,412,907 | 680,336 | 14,612.32 |
QID | 64,994,336 | 223,351 | 2,222 | 65,219,910 | 45,138 | 144,490.03 |
RWM | 63,575,237 | 25,516 | 182 | 63,600,934 | 14,278 | 445,447.08 |
TQQQ | 60,129,276 | 2,116,337 | 101,500 | 62,347,113 | 549,511 | 11,345.93 |
SPXU | 52,029,931 | 145,063 | 2,278 | 52,177,271 | 62,447 | 83,554.49 |
TWM | 43,831,475 | 39,751 | 3,258 | 43,874,484 | 35,880 | 122,281.17 |
EFA | 41,042,909 | 127,782 | 11,943 | 41,182,634 | 126,845 | 32,466.90 |
DUST | 39,405,592 | 116,461 | 566 | 39,522,620 | 135,042 | 29,266.91 |
SDOW | 30,817,639 | 110,772 | 6,328 | 30,934,739 | 41,531 | 74,485.90 |
JAAA | 29,220,866 | 260,289 | 1,892 | 29,483,047 | 33,075 | 89,139.98 |
SPY | 28,186,075 | 696,872 | 60,590 | 28,943,536 | 297,358 | 9,733.57 |
TSLL | 28,355,456 | 543,063 | 1,355 | 28,899,874 | 401,373 | 7,200.25 |
SSO | 25,144,989 | 33,614 | 4,258 | 25,182,860 | 5,864 | 429,448.50 |
XLF | 23,221,416 | 804,559 | 12,209 | 24,038,184 | 1,218,469 | 1,972.82 |
UPRO | 20,991,883 | 45,310 | 20,270 | 21,057,463 | 14,128 | 149,047.73 |
FXI | 19,883,098 | 289,589 | 10,167 | 20,182,854 | 788,479 | 2,559.72 |
FELC | 19,975,145 | 3,598 | 587 | 19,979,330 | 6,306 | 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.