Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 1,208,105,007 | 300,580 | 0 | 1,208,405,587 | 202,553 | 596,587.36 |
SQQQ | 1,047,389,845 | 5,877,290 | 8,494 | 1,053,275,630 | 2,417,223 | 43,573.79 |
SPDN | 866,442,031 | 140,016 | 40 | 866,582,087 | 77,468 | 1,118,632.32 |
DOG | 451,479,675 | 72,661 | 12 | 451,552,348 | 25,429 | 1,775,737.73 |
SPXS | 396,603,215 | 602,394 | 0 | 397,205,609 | 644,519 | 61,628.22 |
PSQ | 382,341,068 | 1,063,693 | 0 | 383,404,762 | 440,741 | 86,990.95 |
SDS | 178,548,344 | 651,694 | 3,564 | 179,203,601 | 737,283 | 24,305.95 |
SPLG | 149,563,129 | 689,156 | 4,747 | 150,257,032 | 804,743 | 18,671.43 |
RWM | 113,901,691 | 41,145 | 0 | 113,942,836 | 179,855 | 63,352.61 |
QID | 94,807,491 | 698,378 | 2,332 | 95,508,200 | 770,161 | 12,401.07 |
SDOW | 90,671,002 | 430,586 | 1,228 | 91,102,816 | 462,127 | 19,713.81 |
EEM | 89,439,035 | 287,647 | 53,430 | 89,780,112 | 772,769 | 11,617.98 |
TWM | 85,761,391 | 44,824 | 5,140 | 85,811,355 | 226,109 | 37,951.32 |
TQQQ | 81,783,709 | 3,185,609 | 34,597 | 85,003,915 | 982,469 | 8,652.07 |
SPXU | 79,212,778 | 754,946 | 2,415 | 79,970,139 | 1,076,614 | 7,427.93 |
FELC | 76,647,202 | 37,941 | 760 | 76,685,902 | 3,146 | 2,437,568.40 |
TCAF | 74,511,781 | 61,551 | 0 | 74,573,332 | 8,837 | 843,876.11 |
SFY | 48,943,044 | 219,288 | 1,523 | 49,163,856 | 25,124 | 195,684.83 |
DYNF | 47,805,408 | 12,313 | 948 | 47,818,669 | 685 | 6,980,827.59 |
SPDW | 47,687,364 | 69,051 | 4,271 | 47,760,686 | 83,163 | 57,430.21 |
DUST | 45,443,364 | 266,647 | 27 | 45,710,038 | 697,420 | 6,554.16 |
DUHP | 44,582,555 | 24,841 | 3,240 | 44,610,636 | 5,023 | 888,127.33 |
F | 41,832,774 | 2,754,262 | 20,791 | 44,607,826 | 2,207,276 | 2,020.94 |
EFA | 43,795,275 | 183,296 | 10,561 | 43,989,132 | 544,521 | 8,078.50 |
XLF | 40,631,042 | 1,331,504 | 58,301 | 42,020,846 | 2,393,647 | 1,755.52 |
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.