Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
UVIX	79,284,254	6,908,366	87,547	86,280,167	6,678,515	1,291.91
SPY	52,203,760	9,663,591	246,054	62,113,406	6,187,422	1,003.87
USO	48,681,411	10,010,322	59,659	58,751,391	4,192,209	1,401.44
QQQ	30,629,058	14,150,843	337,372	45,117,273	4,290,677	1,051.52
TQQQ	35,857,263	7,021,674	340,412	43,219,348	3,835,259	1,126.90
SQQQ	32,135,683	4,675,434	67,282	36,878,398	2,262,897	1,629.70
TZA	31,918,314	3,817,254	43,008	35,778,576	10,932,799	327.26
SOXS	29,431,848	3,078,720	43,363	32,553,931	1,986,909	1,638.42
GEMG	31,734,072	17,759	0	31,751,830	3,572	888,909.01
SOXL	26,874,542	4,299,869	92,745	31,267,156	3,471,817	900.60
BNO	23,784,268	2,124,122	3,889	25,912,279	722,604	3,585.96
IWM	20,477,677	4,452,926	170,035	25,100,637	3,518,012	713.49
SPXS	23,276,367	1,413,538	7,142	24,697,046	1,775,178	1,391.24
BMNU	22,182,575	1,675,193	14,806	23,872,574	6,931,545	344.40
GDX	19,348,001	2,175,674	93,607	21,617,281	2,683,231	805.64
VXX	13,110,155	4,016,126	85,176	17,211,457	1,838,495	936.17
BOIL	15,906,461	1,172,142	33,181	17,111,784	579,749	2,951.58
LNKS	12,779,015	3,539,201	83,432	16,401,648	6,225,061	263.48
LBGJ	13,612,667	2,643,474	24,979	16,281,120	4,448,248	366.01
OSCG	16,010,852	0	280	16,011,132	467	3,428,507.92
SPXU	14,697,003	795,819	11,525	15,504,348	355,159	4,365.47
TLT	8,186,190	6,966,461	45,070	15,197,721	4,106,334	370.10
SMCI	12,072,793	2,874,017	117,029	15,063,839	3,846,402	391.63
SPYM	11,768,859	3,186,884	32,442	14,988,185	1,924,033	779.00
CRCG	13,479,207	1,187,813	5,503	14,672,523	3,037,009	483.12

Data for 2026-03-20 to 2026-03-26 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.