Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 35,977,523 | 6,732,515 | 843,537 | 43,553,576 | 9,077,894 | 479.78 |
SPXS | 35,859,313 | 4,424,517 | 88,290 | 40,372,120 | 2,438,341 | 1,655.72 |
UVXY | 31,050,612 | 8,477,672 | 179,971 | 39,708,256 | 10,891,514 | 364.58 |
MULN | 28,605,489 | 10,245,193 | 144,945 | 38,995,627 | 9,307,323 | 418.98 |
TQQQ | 29,368,326 | 5,962,241 | 361,104 | 35,691,671 | 7,415,485 | 481.31 |
SPXU | 32,481,945 | 2,320,118 | 66,777 | 34,868,840 | 1,640,868 | 2,125.02 |
SQQQ | 24,344,722 | 4,013,400 | 237,293 | 28,595,415 | 5,092,629 | 561.51 |
QQQ | 20,720,480 | 4,921,738 | 427,210 | 26,069,428 | 4,970,025 | 524.53 |
UPRO | 21,203,377 | 2,411,989 | 14,677 | 23,630,043 | 742,435 | 3,182.78 |
SSO | 18,424,700 | 4,104,926 | 29,443 | 22,559,069 | 678,696 | 3,323.88 |
LYLT | 13,431,781 | 6,216,800 | 116,288 | 19,764,869 | 8,666,389 | 228.06 |
SDS | 16,288,414 | 1,947,272 | 14,357 | 18,250,043 | 693,436 | 2,631.83 |
SPXL | 15,848,924 | 1,701,363 | 51,607 | 17,601,894 | 912,112 | 1,929.80 |
SPLG | 10,493,708 | 1,232,238 | 2,804 | 11,728,749 | 389,363 | 3,012.29 |
VIXY | 8,849,043 | 2,281,524 | 32,070 | 11,162,637 | 2,049,594 | 544.63 |
IWM | 7,592,003 | 3,164,165 | 245,249 | 11,001,416 | 3,218,299 | 341.84 |
SH | 10,034,021 | 640,630 | 42,307 | 10,716,958 | 595,152 | 1,800.71 |
QID | 9,044,408 | 1,104,178 | 42,453 | 10,191,040 | 1,468,838 | 693.82 |
QLD | 8,075,506 | 1,320,301 | 8,241 | 9,404,047 | 297,878 | 3,157.01 |
SVXY | 7,651,977 | 1,296,253 | 10,471 | 8,958,701 | 677,321 | 1,322.67 |
BOXD | 6,548,217 | 1,653,427 | 57,875 | 8,259,519 | 2,539,785 | 325.21 |
IVV | 7,132,871 | 1,097,022 | 15,193 | 8,245,086 | 473,532 | 1,741.19 |
VOO | 6,653,373 | 791,902 | 14,424 | 7,459,699 | 355,169 | 2,100.32 |
CS | 3,560,797 | 2,932,871 | 528,042 | 7,021,710 | 4,404,869 | 159.41 |
KRE | 3,704,121 | 2,904,691 | 257,649 | 6,866,461 | 3,800,305 | 180.68 |
Data for 2023-03-20 to 2023-03-24 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.